-28.2%
CIFR vs DLR
+42.3%
-70.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.1% | +8.7% | +8.7% |
| 7D | +9.4% | -2.0% | +11.4% | +12.3% |
| 30D | -45.3% | +0.5% | -45.8% | -45.2% |
| 3M | -58.7% | -4.4% | -54.3% | -55.8% |
| 6M | -64.9% | -6.4% | -58.5% | -62.2% |
| YTD | -51.8% | +19.5% | -71.3% | -58.3% |
| 1Y | -61.9% | +10.5% | -72.4% | -64.2% |
| 3Y | +138.6% | +54.0% | +84.6% | +81.8% |
| 5Y | -13.0% | +39.7% | -52.7% | -30.8% |
| All | -28.2% | +42.3% | -70.5% | -44.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling