-31.2%
CIFR vs ACWI
+110.9%
-142.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.6% | +1.4% | -2.6% |
| 7D | -0.7% | +0.3% | -1.1% | -1.9% |
| 30D | -49.6% | -2.8% | -46.8% | -45.2% |
| 3M | -60.4% | -3.2% | -57.2% | -56.0% |
| 6M | -66.9% | +1.3% | -68.1% | -66.3% |
| YTD | -53.9% | +11.2% | -65.1% | -60.9% |
| 1Y | -67.1% | +13.8% | -80.9% | -73.4% |
| 3Y | +118.3% | +76.2% | +42.1% | -12.9% |
| 5Y | -26.9% | +59.5% | -86.3% | -66.2% |
| All | -31.2% | +110.9% | -142.1% | -70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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