+68.7%
CIFR vs DRI
+66.4%
+2.3%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -1.0% | +18.9% | +18.2% |
| 7D | -10.2% | +2.8% | -13.0% | -11.4% |
| 30D | -55.0% | +13.3% | -68.3% | -57.4% |
| 3M | -64.1% | +8.2% | -72.2% | -65.5% |
| 6M | -70.1% | +17.5% | -87.7% | -73.0% |
| YTD | -55.7% | +26.9% | -82.6% | -62.2% |
| 1Y | -69.9% | +31.6% | -101.4% | -75.0% |
| 3Y | +68.7% | +67.0% | +1.7% | +9.1% |
| All | +68.7% | +66.4% | +2.3% | +9.1% |
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