+70.7%
CIFR vs DT
+15.0%
+55.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.6% | -9.3% | -9.0% |
| 7D | +11.3% | -0.5% | +11.9% | +11.6% |
| 30D | +3.5% | +0.1% | +3.4% | +2.7% |
| 3M | -26.6% | +24.1% | -50.7% | -36.0% |
| 6M | +18.1% | +30.1% | -12.0% | -3.3% |
| YTD | +14.5% | +16.8% | -2.3% | -1.4% |
| 1Y | +83.3% | -0.1% | +83.4% | +71.3% |
| 3Y | +461.5% | +6.8% | +454.6% | +408.7% |
| 5Y | +29.3% | -28.4% | +57.7% | +17.6% |
| All | +70.7% | +15.0% | +55.7% | +47.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling