+70.7%
CIFR vs DGX
+117.8%
-47.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | 0.0% | -8.7% | -8.7% |
| 7D | +11.3% | -2.2% | +13.5% | +12.2% |
| 30D | +3.5% | -0.9% | +4.4% | +3.8% |
| 3M | -26.6% | +15.6% | -42.2% | -31.2% |
| 6M | +18.1% | +17.8% | +0.3% | +9.1% |
| YTD | +14.5% | +37.5% | -23.0% | -2.2% |
| 1Y | +83.3% | +31.2% | +52.1% | +59.7% |
| 3Y | +461.5% | +96.6% | +364.9% | +295.7% |
| 5Y | +29.3% | +64.9% | -35.6% | -8.2% |
| All | +70.7% | +117.8% | -47.1% | +16.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling