+503.9%
CIFR vs DVN
+4.6%
+499.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.4% | +5.3% | +5.5% |
| 7D | -5.0% | +4.5% | -9.5% | -7.0% |
| 30D | -5.7% | +12.0% | -17.7% | -10.5% |
| 3M | -25.5% | +13.4% | -38.9% | -30.3% |
| 6M | +19.4% | +12.1% | +7.3% | +8.3% |
| YTD | +14.2% | +38.8% | -24.7% | -11.7% |
| 1Y | +69.0% | +46.0% | +23.0% | +23.6% |
| 3Y | +503.9% | +9.5% | +494.4% | +396.3% |
| All | +503.9% | +4.6% | +499.3% | +396.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DVN.
Daily Out/Under-Performance
Portfolio return minus DVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVN 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 DVN 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