-34.2%
CIFR vs DOCS
-21.0%
-13.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -2.0% | +19.9% | +18.5% |
| 7D | -10.2% | -0.8% | -9.5% | -10.5% |
| 30D | -55.0% | +17.4% | -72.5% | -57.4% |
| 3M | -64.1% | +57.4% | -121.4% | -70.0% |
| 6M | -70.1% | +26.5% | -96.7% | -74.1% |
| YTD | -55.7% | -26.6% | -29.1% | -54.2% |
| 1Y | -69.9% | -48.1% | -21.8% | -64.7% |
| 3Y | +68.7% | +52.6% | +16.1% | +19.0% |
| 5Y | -26.2% | -52.1% | +25.9% | -30.2% |
| All | -34.2% | -21.0% | -13.2% | -37.2% |
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