+148.3%
CIFR vs DUOL
-24.0%
+172.2%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.6% | +1.3% |
| 7D | +28.8% | +0.3% | +28.6% | +28.8% |
| 30D | -36.9% | +12.4% | -49.3% | -39.2% |
| 3M | -60.0% | +16.9% | -76.9% | -62.5% |
| 6M | -64.4% | +48.5% | -112.9% | -70.5% |
| YTD | -51.6% | -10.3% | -41.3% | -51.8% |
| 1Y | -58.9% | -15.6% | -43.2% | -57.8% |
| All | +148.3% | -24.0% | +172.2% | +167.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling