+61.0%
CIFR vs DT
+16.9%
+44.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.6% | -7.3% | -6.4% |
| 7D | -8.2% | -2.5% | -5.7% | -7.3% |
| 30D | -7.4% | +3.5% | -10.9% | -9.5% |
| 3M | -24.2% | +26.7% | -50.9% | -34.6% |
| 6M | +14.2% | +36.1% | -22.0% | -8.8% |
| YTD | +8.0% | +18.6% | -10.6% | -7.8% |
| 1Y | +55.5% | +7.9% | +47.6% | +39.8% |
| 3Y | +429.6% | +8.6% | +421.0% | +376.0% |
| 5Y | +20.8% | -26.7% | +47.4% | +8.9% |
| All | +61.0% | +16.9% | +44.1% | +38.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling