+87.0%
CIFR vs DVA
+100.4%
-13.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.1% | +6.5% | +4.7% |
| 7D | +26.7% | +2.2% | +24.5% | +26.2% |
| 30D | +7.7% | -2.0% | +9.8% | +8.1% |
| 3M | -23.8% | -6.3% | -17.5% | -23.4% |
| 6M | +35.9% | +19.4% | +16.5% | +28.8% |
| YTD | +25.4% | +58.5% | -33.1% | +9.1% |
| 1Y | +139.8% | +33.9% | +105.9% | +118.3% |
| 3Y | +515.0% | +88.4% | +426.5% | +387.7% |
| 5Y | +52.1% | +39.5% | +12.6% | +20.1% |
| All | +87.0% | +100.4% | -13.4% | +45.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling