+87.0%
CIFR vs ACWI
+117.4%
-30.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +5.5% |
| 7D | +26.7% | +1.1% | +25.6% | +23.7% |
| 30D | +7.7% | -0.2% | +7.9% | +8.8% |
| 3M | -23.8% | +4.7% | -28.5% | -30.7% |
| 6M | +35.9% | +14.5% | +21.4% | +3.1% |
| YTD | +25.4% | +14.6% | +10.8% | -3.1% |
| 1Y | +139.8% | +21.4% | +118.3% | +66.4% |
| 3Y | +515.0% | +77.6% | +437.4% | +133.9% |
| 5Y | +52.1% | +68.1% | -16.0% | -36.9% |
| All | +87.0% | +117.4% | -30.4% | -27.8% |
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