+70.7%
CIFR vs DLR
+47.5%
+23.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.2% | -8.5% | -8.5% |
| 7D | +11.3% | +2.9% | +8.4% | +8.6% |
| 30D | +3.5% | -1.2% | +4.7% | +5.7% |
| 3M | -26.6% | +2.9% | -29.6% | -28.6% |
| 6M | +18.1% | +6.7% | +11.4% | +11.6% |
| YTD | +14.5% | +23.9% | -9.4% | -5.4% |
| 1Y | +83.3% | +18.6% | +64.7% | +60.5% |
| 3Y | +461.5% | +59.7% | +401.8% | +307.2% |
| 5Y | +29.3% | +42.1% | -12.7% | -2.3% |
| All | +70.7% | +47.5% | +23.2% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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