+70.7%
CIFR vs DG
-37.5%
+108.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -2.6% | -6.1% | -8.5% |
| 7D | +11.3% | -4.8% | +16.2% | +11.7% |
| 30D | +3.5% | +1.8% | +1.7% | +3.3% |
| 3M | -26.6% | +14.5% | -41.1% | -28.0% |
| 6M | +18.1% | -13.6% | +31.7% | +19.1% |
| YTD | +14.5% | -4.8% | +19.3% | +14.6% |
| 1Y | +83.3% | +21.6% | +61.7% | +80.0% |
| 3Y | +461.5% | +4.5% | +457.0% | +464.1% |
| 5Y | +29.3% | -38.5% | +67.8% | +36.9% |
| All | +70.7% | -37.5% | +108.2% | +74.9% |
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