-30.7%
CIFR vs DVA
+94.2%
-124.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.3% | -4.1% |
| 7D | +4.8% | -8.8% | +13.6% | +6.2% |
| 30D | -31.0% | -3.4% | -27.6% | -31.1% |
| 3M | -58.7% | -2.6% | -56.2% | -58.9% |
| 6M | -67.7% | -11.9% | -55.8% | -67.5% |
| YTD | -53.5% | +53.6% | -107.2% | -59.7% |
| 1Y | -54.1% | +41.9% | -95.9% | -59.3% |
| 3Y | +138.2% | +97.5% | +40.7% | +85.3% |
| 5Y | -18.5% | +65.0% | -83.5% | -36.2% |
| All | -30.7% | +94.2% | -124.9% | -46.2% |
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