-30.7%
CIFR vs DHR
+20.8%
-51.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.4% | -4.2% |
| 7D | +4.8% | +1.2% | +3.6% | +4.2% |
| 30D | -31.0% | +3.7% | -34.7% | -31.9% |
| 3M | -58.7% | +14.5% | -73.2% | -61.2% |
| 6M | -67.7% | +40.9% | -108.6% | -73.6% |
| YTD | -53.5% | +2.4% | -55.9% | -54.7% |
| 1Y | -54.1% | +6.1% | -60.2% | -56.2% |
| 3Y | +138.2% | +21.0% | +117.2% | +101.7% |
| 5Y | -18.5% | -11.4% | -7.1% | -19.3% |
| All | -30.7% | +20.8% | -51.5% | -37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR 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 DHR 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