-28.2%
CIFR vs DPZ
-9.5%
-18.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -0.4% | +9.3% | +9.1% |
| 7D | +9.4% | -3.5% | +12.9% | +10.7% |
| 30D | -45.3% | +5.7% | -51.0% | -47.1% |
| 3M | -58.7% | -7.5% | -51.2% | -58.0% |
| 6M | -64.9% | +6.2% | -71.2% | -67.6% |
| YTD | -51.8% | -19.8% | -32.0% | -48.4% |
| 1Y | -61.9% | -18.0% | -44.0% | -60.0% |
| 3Y | +138.6% | -8.8% | +147.4% | +143.2% |
| 5Y | -13.0% | -30.2% | +17.2% | -10.5% |
| All | -28.2% | -9.5% | -18.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling