-71.1%
CIFR vs DVA
+62.2%
-133.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +5.8% | -25.7% | -18.7% |
| 7D | -26.7% | +4.7% | -31.5% | -25.6% |
| 30D | -58.0% | +7.8% | -65.8% | -57.1% |
| 3M | -68.1% | -15.5% | -52.6% | -68.5% |
| 6M | -63.7% | +25.0% | -88.7% | -61.4% |
| YTD | -56.0% | +69.6% | -125.5% | -49.4% |
| 1Y | -71.1% | +60.6% | -131.7% | -67.6% |
| All | -71.1% | +62.2% | -133.3% | -67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 1y: compounded portfolio wealth divided by compounded DVA 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…
1y analysis · Full analysis span regression · 6 months rolling