-30.7%
CIFR vs ALL
+234.6%
-265.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.4% | -4.0% |
| 7D | +4.8% | +5.0% | -0.2% | +5.9% |
| 30D | -31.0% | +13.3% | -44.3% | -29.2% |
| 3M | -58.7% | +3.2% | -61.9% | -58.0% |
| 6M | -67.7% | +25.3% | -93.0% | -66.9% |
| YTD | -53.5% | +30.5% | -84.0% | -52.4% |
| 1Y | -54.1% | +29.2% | -83.3% | -52.9% |
| 3Y | +138.2% | +119.1% | +19.1% | +133.4% |
| 5Y | -18.5% | +162.6% | -181.1% | -18.6% |
| All | -30.7% | +234.6% | -265.3% | -29.4% |
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