+139.7%
CIFR vs DGX
+33.7%
+106.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.1% | +1.8% |
| 7D | +16.9% | -2.3% | +19.3% | +16.0% |
| 30D | -5.2% | +0.6% | -5.7% | -5.0% |
| 3M | -30.6% | +21.4% | -52.0% | -27.1% |
| 6M | +10.6% | +14.7% | -4.1% | +16.3% |
| YTD | +20.2% | +38.4% | -18.3% | +28.1% |
| 1Y | +139.7% | +34.0% | +105.8% | +165.7% |
| All | +139.7% | +33.7% | +106.1% | +165.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling