-71.1%
CIFR vs DT
-5.1%
-66.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | -0.5% | -19.4% | -20.1% |
| 7D | -26.7% | -25.5% | -1.2% | -30.7% |
| 30D | -58.0% | -22.3% | -35.7% | -59.9% |
| 3M | -68.1% | +2.3% | -70.4% | -67.1% |
| 6M | -63.7% | +20.7% | -84.4% | -61.7% |
| YTD | -56.0% | +7.9% | -63.9% | -56.6% |
| 1Y | -71.1% | -5.7% | -65.4% | -71.8% |
| All | -71.1% | -5.1% | -66.0% | -71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 1y: compounded portfolio wealth divided by compounded DT 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…
1y analysis · Full analysis span regression · 6 months rolling