+87.0%
CIFR vs ALL
+216.9%
-129.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.4% | +6.7% | +4.0% |
| 7D | +26.7% | -1.7% | +28.4% | +26.4% |
| 30D | +7.7% | -4.7% | +12.4% | +7.3% |
| 3M | -23.8% | +18.4% | -42.2% | -23.2% |
| 6M | +35.9% | +20.5% | +15.4% | +36.9% |
| YTD | +25.4% | +23.5% | +1.9% | +26.2% |
| 1Y | +139.8% | +29.0% | +110.8% | +139.4% |
| 3Y | +515.0% | +153.7% | +361.2% | +485.7% |
| 5Y | +52.1% | +114.8% | -62.7% | +52.2% |
| All | +87.0% | +216.9% | -129.9% | +86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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