+505.7%
CIFR vs DHR
-4.8%
+510.6%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.2% | -8.5% | -8.6% |
| 7D | +11.3% | -2.4% | +13.7% | +12.2% |
| 30D | +3.5% | -2.2% | +5.6% | +4.2% |
| 3M | -26.6% | +9.0% | -35.6% | -30.1% |
| 6M | +18.1% | +3.5% | +14.6% | +15.0% |
| YTD | +14.5% | -10.1% | +24.6% | +18.8% |
| 1Y | +83.3% | +6.2% | +77.1% | +71.4% |
| All | +505.7% | -4.8% | +510.6% | +468.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling