+55.5%
CIFR vs DVA
+33.5%
+22.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.9% | -4.8% | -5.8% |
| 7D | -8.2% | -0.2% | -8.1% | -8.2% |
| 30D | -7.4% | +1.7% | -9.1% | -7.1% |
| 3M | -24.2% | -8.7% | -15.5% | -24.5% |
| 6M | +14.2% | +19.7% | -5.5% | +18.7% |
| YTD | +8.0% | +59.6% | -51.6% | +19.0% |
| 1Y | +55.5% | +37.1% | +18.4% | +78.1% |
| All | +55.5% | +33.5% | +22.0% | +78.1% |
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