-36.2%
CIFR vs DOCN
+102.5%
-138.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | -7.2% | -12.8% | -16.1% |
| 7D | -26.7% | -20.0% | -6.7% | -16.7% |
| 30D | -58.0% | -38.8% | -19.2% | -45.0% |
| 3M | -68.1% | -34.8% | -33.3% | -60.3% |
| 6M | -63.7% | -22.8% | -40.9% | -59.4% |
| YTD | -56.0% | +74.6% | -130.6% | -69.8% |
| 1Y | -71.1% | +116.4% | -187.6% | -82.4% |
| 3Y | +58.5% | +239.3% | -180.8% | -25.2% |
| 5Y | -23.6% | -20.2% | -3.4% | -51.3% |
| All | -36.2% | +102.5% | -138.7% | -60.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling