+69.0%
CIFR vs DLTR
+19.1%
+49.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.1% | +5.8% |
| 7D | -5.0% | -10.1% | +5.1% | -3.8% |
| 30D | -5.7% | -8.1% | +2.4% | -5.1% |
| 3M | -25.5% | +2.9% | -28.4% | -28.5% |
| 6M | +19.4% | +4.3% | +15.1% | +15.2% |
| YTD | +14.2% | -3.9% | +18.1% | +14.3% |
| 1Y | +69.0% | +18.9% | +50.1% | +29.5% |
| All | +69.0% | +19.1% | +49.9% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 1y: compounded portfolio wealth divided by compounded DLTR 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…
1y analysis · Full analysis span regression · 6 months rolling