+489.4%
CIFR vs DRI
+59.6%
+429.8%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.7% | +2.4% |
| 7D | +16.9% | +0.6% | +16.4% | +16.6% |
| 30D | -5.2% | +3.8% | -9.0% | -7.2% |
| 3M | -30.6% | +13.0% | -43.6% | -36.3% |
| 6M | +10.6% | +8.3% | +2.3% | +4.3% |
| YTD | +20.2% | +20.6% | -0.4% | +3.9% |
| 1Y | +139.7% | +6.5% | +133.3% | +125.3% |
| All | +489.4% | +59.6% | +429.8% | +249.7% |
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