-35.9%
CIFR vs DOCN
+91.6%
-127.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.6% | -5.7% | -4.9% |
| 7D | -19.6% | -12.1% | -7.4% | -13.0% |
| 30D | -51.7% | -41.0% | -10.7% | -35.2% |
| 3M | -60.0% | -38.7% | -21.3% | -48.4% |
| 6M | -68.2% | -51.5% | -16.7% | -54.1% |
| YTD | -55.8% | +65.3% | -121.0% | -68.7% |
| 1Y | -66.8% | +53.9% | -120.7% | -75.4% |
| 3Y | +119.1% | +215.6% | -96.4% | +7.8% |
| 5Y | -25.3% | -26.2% | +0.9% | -50.8% |
| All | -35.9% | +91.6% | -127.5% | -58.7% |
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