+79.2%
CIFR vs DKS
+167.2%
-88.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.6% | +2.3% |
| 7D | +16.9% | +3.0% | +13.9% | +15.9% |
| 30D | -5.2% | -30.5% | +25.4% | +3.4% |
| 3M | -30.6% | -35.7% | +5.1% | -22.7% |
| 6M | +10.6% | -29.7% | +40.3% | +18.3% |
| YTD | +20.2% | -28.9% | +49.0% | +27.8% |
| 1Y | +139.7% | -35.9% | +175.6% | +163.9% |
| 3Y | +489.4% | +28.2% | +461.2% | +400.3% |
| 5Y | +54.4% | +11.8% | +42.6% | +19.2% |
| All | +79.2% | +167.2% | -88.0% | +31.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling