-30.7%
CIFR vs DG
-32.4%
+1.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.7% | -4.1% |
| 7D | +4.8% | +0.3% | +4.5% | +4.8% |
| 30D | -31.0% | +3.2% | -34.2% | -31.1% |
| 3M | -58.7% | +10.4% | -69.1% | -59.0% |
| 6M | -67.7% | +33.2% | -100.9% | -68.8% |
| YTD | -53.5% | +3.0% | -56.5% | -53.7% |
| 1Y | -54.1% | +31.2% | -85.3% | -55.1% |
| 3Y | +138.2% | +21.8% | +116.4% | +134.9% |
| 5Y | -18.5% | -35.0% | +16.4% | -13.6% |
| All | -30.7% | -32.4% | +1.7% | -29.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling