+70.2%
CIFR vs DVA
+102.0%
-31.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.1% | +5.6% | +5.7% |
| 7D | -5.0% | -1.3% | -3.7% | -4.8% |
| 30D | -5.7% | 0.0% | -5.7% | -5.8% |
| 3M | -25.5% | -10.9% | -14.6% | -24.4% |
| 6M | +19.4% | +17.3% | +2.1% | +13.6% |
| YTD | +14.2% | +59.8% | -45.6% | -0.9% |
| 1Y | +69.0% | +36.3% | +32.7% | +53.3% |
| 3Y | +503.9% | +88.6% | +415.3% | +379.3% |
| 5Y | +27.7% | +47.5% | -19.9% | +0.7% |
| All | +70.2% | +102.0% | -31.8% | +32.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling