-34.0%
CIFR vs ACWI
+109.9%
-144.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -2.9% |
| 7D | -19.6% | -0.2% | -19.4% | -19.5% |
| 30D | -51.7% | -3.3% | -48.4% | -46.8% |
| 3M | -60.0% | -3.4% | -56.6% | -55.4% |
| 6M | -68.2% | +0.8% | -69.0% | -67.2% |
| YTD | -55.8% | +10.7% | -66.5% | -62.0% |
| 1Y | -66.8% | +11.6% | -78.4% | -71.8% |
| 3Y | +119.1% | +73.4% | +45.7% | -9.5% |
| 5Y | -25.3% | +60.2% | -85.5% | -65.2% |
| All | -34.0% | +109.9% | -144.0% | -71.7% |
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