-27.8%
CIFR vs DG
-32.2%
+4.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.6% | +0.6% |
| 7D | +28.8% | -2.5% | +31.3% | +28.9% |
| 30D | -36.9% | +7.7% | -44.6% | -37.3% |
| 3M | -60.0% | +13.1% | -73.1% | -60.4% |
| 6M | -64.4% | +32.0% | -96.4% | -65.5% |
| YTD | -51.6% | +3.3% | -54.9% | -51.8% |
| 1Y | -58.9% | +31.7% | -90.5% | -59.8% |
| 3Y | +139.9% | +21.7% | +118.3% | +136.9% |
| 5Y | -15.1% | -34.7% | +19.7% | -9.9% |
| All | -27.8% | -32.2% | +4.4% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling