-30.7%
CIFR vs A
+71.2%
-101.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.6% | -4.4% |
| 7D | +4.8% | -0.5% | +5.3% | +5.1% |
| 30D | -31.0% | 0.0% | -31.0% | -30.3% |
| 3M | -58.7% | +16.7% | -75.4% | -62.7% |
| 6M | -67.7% | +54.8% | -122.5% | -76.7% |
| YTD | -53.5% | +28.8% | -82.3% | -61.6% |
| 1Y | -54.1% | +19.3% | -73.4% | -59.9% |
| 3Y | +138.2% | +65.5% | +72.7% | +61.9% |
| 5Y | -18.5% | +12.1% | -30.6% | -27.6% |
| All | -30.7% | +71.2% | -101.9% | -43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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