-28.2%
CIFR vs DRI
+184.2%
-212.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.1% | +8.8% | +8.8% |
| 7D | +9.4% | -0.7% | +10.1% | +9.8% |
| 30D | -45.3% | +14.7% | -60.0% | -49.9% |
| 3M | -58.7% | +5.4% | -64.1% | -60.6% |
| 6M | -64.9% | +18.8% | -83.8% | -69.5% |
| YTD | -51.8% | +28.4% | -80.2% | -60.5% |
| 1Y | -61.9% | +37.7% | -99.6% | -70.3% |
| 3Y | +138.6% | +68.0% | +70.6% | +61.2% |
| 5Y | -13.0% | +78.8% | -91.8% | -45.1% |
| All | -28.2% | +184.2% | -212.4% | -55.2% |
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