+70.2%
CIFR vs DGX
+117.4%
-47.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.7% | +4.0% | +5.1% |
| 7D | -5.0% | -0.9% | -4.1% | -4.7% |
| 30D | -5.7% | -1.2% | -4.6% | -5.3% |
| 3M | -25.5% | +15.8% | -41.3% | -30.2% |
| 6M | +19.4% | +18.2% | +1.2% | +10.2% |
| YTD | +14.2% | +37.2% | -23.0% | -2.4% |
| 1Y | +69.0% | +30.4% | +38.7% | +47.9% |
| 3Y | +503.9% | +96.7% | +407.2% | +325.7% |
| 5Y | +27.7% | +67.2% | -39.5% | -9.4% |
| All | +70.2% | +117.4% | -47.2% | +16.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling