-31.2%
CIFR vs DT
-0.1%
-31.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.2% | +2.8% | +3.5% |
| 7D | -0.7% | -20.2% | +19.5% | +8.1% |
| 30D | -49.6% | -30.8% | -18.9% | -41.1% |
| 3M | -60.4% | -10.2% | -50.2% | -59.5% |
| 6M | -66.9% | +8.0% | -74.9% | -70.3% |
| YTD | -53.9% | +1.5% | -55.3% | -58.4% |
| 1Y | -67.1% | -6.9% | -60.2% | -68.8% |
| 3Y | +118.3% | -10.9% | +129.2% | +112.1% |
| 5Y | -26.9% | -42.2% | +15.3% | -29.7% |
| All | -31.2% | -0.1% | -31.1% | -37.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling