-29.5%
CIFR vs DIS
-32.6%
+3.1%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -0.4% | +18.3% | +18.3% |
| 7D | -10.2% | +5.2% | -15.5% | -15.3% |
| 30D | -55.0% | +11.5% | -66.5% | -60.1% |
| 3M | -64.1% | +11.5% | -75.6% | -68.6% |
| 6M | -70.1% | +8.9% | -79.0% | -74.0% |
| YTD | -55.7% | +3.4% | -59.1% | -60.0% |
| 1Y | -69.9% | +7.2% | -77.0% | -74.0% |
| 3Y | +68.7% | +43.3% | +25.4% | +4.6% |
| All | -29.5% | -32.6% | +3.1% | -17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling