+79.2%
CIFR vs DLR
+47.0%
+32.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +1.8% |
| 7D | +16.9% | +1.6% | +15.4% | +15.5% |
| 30D | -5.2% | -3.4% | -1.8% | -1.1% |
| 3M | -30.6% | +0.5% | -31.1% | -31.0% |
| 6M | +10.6% | +4.6% | +6.0% | +6.8% |
| YTD | +20.2% | +23.4% | -3.2% | -0.4% |
| 1Y | +139.7% | +19.0% | +120.7% | +109.6% |
| 3Y | +489.4% | +56.5% | +432.8% | +334.1% |
| 5Y | +54.4% | +33.3% | +21.1% | +17.0% |
| All | +79.2% | +47.0% | +32.2% | +32.7% |
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