-35.8%
CIFR vs DOCN
+74.7%
-110.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +2.5% | +15.4% | +16.6% |
| 7D | -10.2% | -19.2% | +8.9% | +1.8% |
| 30D | -55.0% | -43.1% | -12.0% | -38.5% |
| 3M | -64.1% | -40.7% | -23.4% | -52.8% |
| 6M | -70.1% | -55.0% | -15.1% | -55.2% |
| YTD | -55.7% | +50.6% | -106.3% | -67.0% |
| 1Y | -69.9% | +54.0% | -123.8% | -77.7% |
| 3Y | +68.7% | +203.9% | -135.2% | -15.1% |
| 5Y | -26.2% | -29.4% | +3.2% | -48.8% |
| All | -35.8% | +74.7% | -110.4% | -56.4% |
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