+70.7%
CIFR vs DRI
+157.9%
-87.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.6% | -7.1% | -7.8% |
| 7D | +11.3% | -4.8% | +16.2% | +14.3% |
| 30D | +3.5% | -3.9% | +7.4% | +5.4% |
| 3M | -26.6% | +5.1% | -31.7% | -30.2% |
| 6M | +18.1% | +5.5% | +12.6% | +11.8% |
| YTD | +14.5% | +16.5% | -2.0% | +0.6% |
| 1Y | +83.3% | +2.0% | +81.3% | +74.2% |
| 3Y | +461.5% | +54.5% | +407.0% | +303.2% |
| 5Y | +29.3% | +66.6% | -37.3% | -12.7% |
| All | +70.7% | +157.9% | -87.2% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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