+78.3%
CIFR vs DOCS
-36.0%
+114.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.8% | +4.9% | +3.0% |
| 7D | +16.9% | -1.4% | +18.4% | +17.5% |
| 30D | -5.2% | +21.8% | -27.0% | -13.5% |
| 3M | -30.6% | +27.3% | -57.9% | -38.1% |
| 6M | +10.6% | -0.3% | +10.9% | +4.1% |
| YTD | +20.2% | -40.5% | +60.7% | +33.5% |
| 1Y | +139.7% | -61.5% | +201.3% | +214.0% |
| 3Y | +489.4% | +8.2% | +481.2% | +373.7% |
| 5Y | +54.4% | -73.4% | +127.8% | +59.0% |
| All | +78.3% | -36.0% | +114.3% | +83.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling