+29.3%
CIFR vs DKS
+15.5%
+13.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.7% | -9.4% | -9.0% |
| 7D | +11.3% | -2.9% | +14.2% | +12.4% |
| 30D | +3.5% | -37.7% | +41.2% | +19.6% |
| 3M | -26.6% | -38.9% | +12.3% | -15.6% |
| 6M | +18.1% | -31.1% | +49.2% | +27.6% |
| YTD | +14.5% | -31.8% | +46.3% | +24.2% |
| 1Y | +83.3% | -38.0% | +121.3% | +106.4% |
| 3Y | +461.5% | +28.6% | +432.8% | +347.0% |
| 5Y | +29.3% | +12.5% | +16.8% | -14.0% |
| All | +29.3% | +15.5% | +13.8% | -14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling