-27.8%
CIFR vs DPZ
-8.3%
-19.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | 0.0% |
| 7D | +28.8% | -2.5% | +31.3% | +29.9% |
| 30D | -36.9% | +12.5% | -49.5% | -40.7% |
| 3M | -60.0% | -5.2% | -54.8% | -59.8% |
| 6M | -64.4% | +8.8% | -73.1% | -67.4% |
| YTD | -51.6% | -18.7% | -32.9% | -48.4% |
| 1Y | -58.9% | -15.7% | -43.2% | -57.4% |
| 3Y | +139.9% | -7.5% | +147.4% | +143.3% |
| 5Y | -15.1% | -30.1% | +15.0% | -13.2% |
| All | -27.8% | -8.3% | -19.5% | -27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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