+20.8%
CIFR vs DTE
+31.2%
-10.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.3% | -4.4% | -5.2% |
| 7D | -8.2% | -2.0% | -6.2% | -7.5% |
| 30D | -7.4% | -2.4% | -5.0% | -6.4% |
| 3M | -24.2% | -7.3% | -16.9% | -22.5% |
| 6M | +14.2% | -7.6% | +21.8% | +16.5% |
| YTD | +8.0% | +5.8% | +2.2% | +3.6% |
| 1Y | +55.5% | +2.3% | +53.2% | +51.8% |
| 3Y | +429.6% | +45.0% | +384.6% | +336.8% |
| 5Y | +20.8% | +33.2% | -12.5% | +10.8% |
| All | +20.8% | +31.2% | -10.5% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 5y: compounded portfolio wealth divided by compounded DTE 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…
5y analysis · Full analysis span regression · 6 months rolling