-31.2%
CIFR vs DPZ
-8.0%
-23.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.1% | +4.1% |
| 7D | -0.7% | +3.7% | -4.4% | -2.9% |
| 30D | -49.6% | +8.0% | -57.7% | -51.7% |
| 3M | -60.4% | -4.2% | -56.2% | -60.3% |
| 6M | -66.9% | +4.6% | -71.5% | -69.0% |
| YTD | -53.9% | -18.4% | -35.4% | -50.9% |
| 1Y | -67.1% | -16.8% | -50.3% | -65.6% |
| 3Y | +118.3% | -5.0% | +123.3% | +118.6% |
| 5Y | -26.9% | -27.8% | +0.9% | -25.1% |
| All | -31.2% | -8.0% | -23.2% | -31.3% |
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