+515.0%
CIFR vs DLR
+57.6%
+457.4%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.8% | +3.6% |
| 7D | +26.7% | +3.4% | +23.3% | +21.9% |
| 30D | +7.7% | -2.2% | +10.0% | +12.1% |
| 3M | -23.8% | +4.7% | -28.5% | -28.4% |
| 6M | +35.9% | +9.0% | +26.9% | +22.1% |
| YTD | +25.4% | +24.1% | +1.3% | -3.5% |
| 1Y | +139.8% | +20.9% | +118.8% | +95.3% |
| 3Y | +515.0% | +60.0% | +454.9% | +330.1% |
| All | +515.0% | +57.6% | +457.4% | +330.1% |
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