+138.2%
CIFR vs DRI
+68.2%
+70.0%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.4% | -4.2% |
| 7D | +4.8% | +1.1% | +3.8% | +4.5% |
| 30D | -31.0% | +9.7% | -40.7% | -33.6% |
| 3M | -58.7% | +3.2% | -61.9% | -59.5% |
| 6M | -67.7% | +20.6% | -88.3% | -71.1% |
| YTD | -53.5% | +28.3% | -81.8% | -60.6% |
| 1Y | -54.1% | +34.5% | -88.6% | -62.4% |
| 3Y | +138.2% | +66.5% | +71.7% | +76.0% |
| All | +138.2% | +68.2% | +70.0% | +76.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling