+29.3%
CIFR vs DUOL
-11.2%
+40.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -4.9% | -3.8% | -7.0% |
| 7D | +11.3% | -11.8% | +23.1% | +16.2% |
| 30D | +3.5% | +1.5% | +2.0% | +1.2% |
| 3M | -26.6% | +18.1% | -44.8% | -34.5% |
| 6M | +18.1% | +38.7% | -20.6% | -3.6% |
| YTD | +14.5% | -20.7% | +35.2% | +16.1% |
| 1Y | +83.3% | -49.1% | +132.4% | +120.8% |
| 3Y | +461.5% | -11.0% | +472.5% | +376.7% |
| 5Y | +29.3% | -18.0% | +47.3% | -23.6% |
| All | +29.3% | -11.2% | +40.5% | -23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling