-33.9%
CIFR vs DIS
-3.3%
-30.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -0.4% | +18.3% | +18.2% |
| 7D | -10.2% | +5.2% | -15.5% | -14.4% |
| 30D | -55.0% | +11.5% | -66.5% | -59.2% |
| 3M | -64.1% | +11.5% | -75.6% | -67.8% |
| 6M | -70.1% | +8.9% | -79.0% | -73.3% |
| YTD | -55.7% | +3.4% | -59.1% | -59.1% |
| 1Y | -69.9% | +7.2% | -77.0% | -73.1% |
| 3Y | +68.7% | +43.3% | +25.4% | +20.3% |
| 5Y | -26.2% | -31.4% | +5.2% | -24.7% |
| All | -33.9% | -3.3% | -30.5% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DIS.
Daily Out/Under-Performance
Portfolio return minus DIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIS 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 DIS 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