-32.7%
CIFR vs DOCN
+108.0%
-140.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.2% | +0.1% | -1.8% |
| 7D | +4.8% | +19.1% | -14.3% | -4.7% |
| 30D | -31.0% | -21.0% | -10.0% | -20.7% |
| 3M | -58.7% | -34.7% | -24.0% | -48.2% |
| 6M | -67.7% | -45.8% | -21.9% | -56.0% |
| YTD | -53.5% | +79.4% | -132.9% | -68.5% |
| 1Y | -54.1% | +91.0% | -145.1% | -69.8% |
| 3Y | +138.2% | +237.5% | -99.3% | +13.0% |
| 5Y | -18.5% | -30.4% | +11.9% | -48.5% |
| All | -32.7% | +108.0% | -140.7% | -58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 10y: compounded portfolio wealth divided by compounded DOCN 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…
10y analysis · Full analysis span regression · 6 months rolling