+118.3%
CIFR vs DLR
+53.1%
+65.2%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.4% | +0.7% | -0.5% |
| 7D | -0.7% | +2.4% | -3.1% | -3.6% |
| 30D | -49.6% | +0.7% | -50.4% | -49.7% |
| 3M | -60.4% | -6.4% | -53.9% | -55.7% |
| 6M | -66.9% | -6.5% | -60.3% | -63.5% |
| YTD | -53.9% | +18.8% | -72.7% | -62.4% |
| 1Y | -67.1% | +9.0% | -76.1% | -69.7% |
| 3Y | +118.3% | +54.5% | +63.8% | +63.0% |
| All | +118.3% | +53.1% | +65.2% | +63.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling