+78.7%
CIFR vs DUOL
+9.2%
+69.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.7% | +4.9% | +3.1% |
| 7D | +16.9% | +5.1% | +11.9% | +14.7% |
| 30D | -5.2% | +14.1% | -19.3% | -11.3% |
| 3M | -30.6% | +41.5% | -72.1% | -41.7% |
| 6M | +10.6% | +60.6% | -50.0% | -14.1% |
| YTD | +20.2% | -12.0% | +32.2% | +17.8% |
| 1Y | +139.7% | -43.4% | +183.1% | +177.6% |
| 3Y | +489.4% | +3.7% | +485.6% | +377.8% |
| 5Y | +54.4% | -5.3% | +59.7% | -6.3% |
| All | +78.7% | +9.2% | +69.4% | +14.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling