+70.7%
CIFR vs A
+42.3%
+28.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.4% | -7.3% | -7.7% |
| 7D | +11.3% | -4.4% | +15.7% | +14.7% |
| 30D | +3.5% | -2.7% | +6.2% | +5.3% |
| 3M | -26.6% | +7.0% | -33.7% | -30.6% |
| 6M | +18.1% | +24.6% | -6.5% | -1.2% |
| YTD | +14.5% | +7.0% | +7.5% | +6.6% |
| 1Y | +83.3% | +15.6% | +67.7% | +59.8% |
| 3Y | +461.5% | +29.9% | +431.5% | +346.5% |
| 5Y | +29.3% | -15.4% | +44.7% | +32.0% |
| All | +70.7% | +42.3% | +28.4% | +56.9% |
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