+10.6%
CIFR vs DG
-13.1%
+23.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.6% | +2.3% |
| 7D | +16.9% | +8.4% | +8.5% | +17.8% |
| 30D | -5.2% | +4.9% | -10.1% | -4.2% |
| 3M | -30.6% | +29.3% | -59.9% | -36.7% |
| 6M | +10.6% | -11.3% | +21.9% | +25.2% |
| All | +10.6% | -13.1% | +23.7% | +25.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling