+138.2%
CIFR vs DKS
+44.7%
+93.5%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.8% | -6.8% | -4.8% |
| 7D | +4.8% | +6.3% | -1.5% | +3.1% |
| 30D | -31.0% | +9.3% | -40.3% | -33.5% |
| 3M | -58.7% | -25.3% | -33.4% | -55.9% |
| 6M | -67.7% | -29.2% | -38.5% | -65.5% |
| YTD | -53.5% | -22.7% | -30.8% | -52.7% |
| 1Y | -54.1% | -30.1% | -23.9% | -50.9% |
| 3Y | +138.2% | +45.6% | +92.6% | +6.1% |
| All | +138.2% | +44.7% | +93.5% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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