+29.3%
CIFR vs DLTR
+27.2%
+2.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -4.6% | -4.1% | -7.5% |
| 7D | +11.3% | -10.2% | +21.6% | +14.5% |
| 30D | +3.5% | -8.5% | +12.0% | +5.3% |
| 3M | -26.6% | +5.6% | -32.2% | -29.2% |
| 6M | +18.1% | +2.2% | +15.9% | +14.1% |
| YTD | +14.5% | -3.8% | +18.3% | +12.6% |
| 1Y | +83.3% | +22.9% | +60.4% | +66.4% |
| 3Y | +461.5% | +2.0% | +459.4% | +430.8% |
| 5Y | +29.3% | +29.8% | -0.5% | -2.8% |
| All | +29.3% | +27.2% | +2.2% | -2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling