+138.2%
CIFR vs DVA
+105.9%
+32.2%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.3% | -4.1% |
| 7D | +4.8% | -8.8% | +13.6% | +4.9% |
| 30D | -31.0% | -3.4% | -27.6% | -31.1% |
| 3M | -58.7% | -2.6% | -56.2% | -58.8% |
| 6M | -67.7% | -11.9% | -55.8% | -67.6% |
| YTD | -53.5% | +53.6% | -107.2% | -57.4% |
| 1Y | -54.1% | +41.9% | -95.9% | -57.0% |
| 3Y | +138.2% | +97.5% | +40.7% | +17.5% |
| All | +138.2% | +105.9% | +32.2% | +17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling