+87.0%
CIFR vs DPZ
-8.2%
+95.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.7% | +6.0% | +5.1% |
| 7D | +26.7% | -1.5% | +28.2% | +27.5% |
| 30D | +7.7% | -4.4% | +12.2% | +9.2% |
| 3M | -23.8% | +7.6% | -31.4% | -28.8% |
| 6M | +35.9% | -16.9% | +52.9% | +45.3% |
| YTD | +25.4% | -18.6% | +44.0% | +35.1% |
| 1Y | +139.8% | -26.7% | +166.4% | +171.5% |
| 3Y | +515.0% | -9.3% | +524.3% | +534.4% |
| 5Y | +52.1% | -31.0% | +83.1% | +59.8% |
| All | +87.0% | -8.2% | +95.2% | +89.1% |
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