-44.2%
CIFR vs DOCS
-19.4%
-24.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | -4.3% | -10.3% | -13.3% |
| 7D | -31.5% | -1.3% | -30.1% | -31.4% |
| 30D | -64.2% | +19.4% | -83.6% | -66.2% |
| 3M | -70.3% | +53.4% | -123.7% | -75.0% |
| 6M | -74.9% | +28.8% | -103.6% | -78.3% |
| YTD | -62.4% | -25.1% | -37.3% | -61.4% |
| 1Y | -77.5% | -48.1% | -29.4% | -73.6% |
| 3Y | +35.4% | +51.4% | -16.0% | -3.8% |
| 5Y | -37.4% | -51.1% | +13.7% | -41.1% |
| All | -44.2% | -19.4% | -24.8% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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