-31.2%
CIFR vs DRI
+185.2%
-216.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.5% | +2.5% | +3.3% |
| 7D | -0.7% | +3.1% | -3.8% | -3.1% |
| 30D | -49.6% | +16.2% | -65.9% | -54.2% |
| 3M | -60.4% | +8.4% | -68.7% | -62.8% |
| 6M | -66.9% | +19.0% | -85.9% | -71.2% |
| YTD | -53.9% | +28.8% | -82.7% | -62.2% |
| 1Y | -67.1% | +33.1% | -100.2% | -73.7% |
| 3Y | +118.3% | +70.8% | +47.5% | +45.9% |
| 5Y | -26.9% | +74.2% | -101.1% | -53.9% |
| All | -31.2% | +185.2% | -216.5% | -57.2% |
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