+87.0%
CIFR vs DTE
+62.9%
+24.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.5% | +4.1% |
| 7D | +26.7% | +0.9% | +25.8% | +26.4% |
| 30D | +7.7% | -1.9% | +9.6% | +8.5% |
| 3M | -23.8% | -3.3% | -20.5% | -23.5% |
| 6M | +35.9% | -7.1% | +43.0% | +38.0% |
| YTD | +25.4% | +8.1% | +17.3% | +20.5% |
| 1Y | +139.8% | +5.3% | +134.5% | +133.2% |
| 3Y | +515.0% | +48.2% | +466.8% | +429.1% |
| 5Y | +52.1% | +33.2% | +18.9% | +31.4% |
| All | +87.0% | +62.9% | +24.1% | +59.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling