-28.2%
CIFR vs DOW
-9.4%
-18.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +3.4% | +5.5% | +7.4% |
| 7D | +9.4% | -0.5% | +9.9% | +9.7% |
| 30D | -45.3% | +15.7% | -61.0% | -49.1% |
| 3M | -58.7% | +5.3% | -64.0% | -60.1% |
| 6M | -64.9% | -14.2% | -50.7% | -62.9% |
| YTD | -51.8% | +43.9% | -95.7% | -64.5% |
| 1Y | -61.9% | +53.1% | -115.0% | -73.2% |
| 3Y | +138.6% | -21.8% | +160.4% | +148.7% |
| 5Y | -13.0% | -28.3% | +15.3% | -5.3% |
| All | -28.2% | -9.4% | -18.8% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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