+60.5%
CIFR vs DUOL
+2.7%
+57.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +4.3% | -9.9% | -7.1% |
| 7D | -8.2% | -8.6% | +0.4% | -5.6% |
| 30D | -7.4% | +7.2% | -14.6% | -11.1% |
| 3M | -24.2% | +19.1% | -43.2% | -32.2% |
| 6M | +14.2% | +52.5% | -38.3% | -9.7% |
| YTD | +8.0% | -17.3% | +25.3% | +7.9% |
| 1Y | +55.5% | -49.2% | +104.7% | +86.8% |
| 3Y | +429.6% | -7.3% | +436.8% | +347.8% |
| 5Y | +20.8% | -16.3% | +37.0% | -25.2% |
| All | +60.5% | +2.7% | +57.9% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 DUOL 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