+61.0%
CIFR vs DOV
+78.7%
-17.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.1% | -3.6% | -3.5% |
| 7D | -8.2% | -1.9% | -6.3% | -6.1% |
| 30D | -7.4% | -9.9% | +2.5% | +3.6% |
| 3M | -24.2% | -12.1% | -12.1% | -14.4% |
| 6M | +14.2% | -10.4% | +24.6% | +27.1% |
| YTD | +8.0% | -3.3% | +11.3% | +11.5% |
| 1Y | +55.5% | +7.8% | +47.7% | +39.2% |
| 3Y | +429.6% | +36.3% | +393.2% | +330.2% |
| 5Y | +20.8% | +14.8% | +5.9% | +3.1% |
| All | +61.0% | +78.7% | -17.7% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded DOV 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling