+79.2%
CIFR vs DG
-33.2%
+112.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.6% | +2.0% |
| 7D | +16.9% | +8.4% | +8.5% | +16.3% |
| 30D | -5.2% | +4.9% | -10.1% | -5.5% |
| 3M | -30.6% | +29.3% | -59.9% | -32.6% |
| 6M | +10.6% | -11.3% | +21.9% | +11.4% |
| YTD | +20.2% | +1.8% | +18.4% | +19.8% |
| 1Y | +139.7% | +25.3% | +114.4% | +134.5% |
| 3Y | +489.4% | +9.1% | +480.3% | +491.7% |
| 5Y | +54.4% | -34.9% | +89.3% | +62.6% |
| All | +79.2% | -33.2% | +112.4% | +82.8% |
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