-34.3%
CIFR vs DOC
+4.6%
-38.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +3.1% | -23.1% | -21.6% |
| 7D | -26.7% | +8.7% | -35.5% | -30.5% |
| 30D | -58.0% | +7.6% | -65.6% | -60.1% |
| 3M | -68.1% | -5.3% | -62.8% | -67.4% |
| 6M | -63.7% | +27.6% | -91.3% | -70.3% |
| YTD | -56.0% | +32.4% | -88.4% | -65.1% |
| 1Y | -71.1% | +22.9% | -94.0% | -75.9% |
| 3Y | +58.5% | +43.1% | +15.4% | +20.1% |
| 5Y | -23.6% | -21.4% | -2.2% | -27.1% |
| All | -34.3% | +4.6% | -38.9% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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