+61.0%
CIFR vs DHR
+3.7%
+57.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.1% | -3.6% | -4.7% |
| 7D | -8.2% | -5.0% | -3.3% | -6.0% |
| 30D | -7.4% | -3.3% | -4.0% | -5.9% |
| 3M | -24.2% | +9.4% | -33.6% | -29.3% |
| 6M | +14.2% | +3.2% | +11.0% | +9.5% |
| YTD | +8.0% | -12.0% | +20.0% | +13.0% |
| 1Y | +55.5% | +4.9% | +50.6% | +44.2% |
| 3Y | +429.6% | -7.4% | +436.9% | +412.1% |
| 5Y | +20.8% | -29.8% | +50.5% | +29.5% |
| All | +61.0% | +3.7% | +57.3% | +56.7% |
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