+52.1%
CIFR vs DG
-37.3%
+89.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.0% | +8.3% | +4.6% |
| 7D | +26.7% | -2.5% | +29.2% | +26.9% |
| 30D | +7.7% | +1.0% | +6.7% | +7.6% |
| 3M | -23.8% | +20.3% | -44.1% | -25.7% |
| 6M | +35.9% | -11.7% | +47.6% | +36.9% |
| YTD | +25.4% | -2.3% | +27.7% | +25.3% |
| 1Y | +139.8% | +20.0% | +119.8% | +134.8% |
| 3Y | +515.0% | +7.2% | +507.7% | +516.5% |
| 5Y | +52.1% | -37.9% | +90.0% | +63.5% |
| All | +52.1% | -37.3% | +89.3% | +63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling