+43.0%
CIFR vs DOCS
+50.6%
-7.6%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | -4.3% | -10.3% | -14.0% |
| 7D | -31.5% | -1.3% | -30.1% | -31.4% |
| 30D | -64.2% | +19.4% | -83.6% | -65.2% |
| 3M | -70.3% | +53.4% | -123.7% | -72.8% |
| 6M | -74.9% | +28.8% | -103.6% | -76.5% |
| YTD | -62.4% | -25.1% | -37.3% | -59.6% |
| 1Y | -77.5% | -48.1% | -29.4% | -73.0% |
| All | +43.0% | +50.6% | -7.6% | +42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling