-31.2%
CIFR vs ALL
+217.3%
-248.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.0% |
| 7D | -0.7% | -3.9% | +3.1% | -1.2% |
| 30D | -49.6% | +10.6% | -60.2% | -48.7% |
| 3M | -60.4% | -4.6% | -55.8% | -60.2% |
| 6M | -66.9% | +20.2% | -87.1% | -66.4% |
| YTD | -53.9% | +23.7% | -77.6% | -53.2% |
| 1Y | -67.1% | +27.9% | -95.0% | -66.8% |
| 3Y | +118.3% | +109.2% | +9.1% | +111.3% |
| 5Y | -26.9% | +148.0% | -174.8% | -27.7% |
| All | -31.2% | +217.3% | -248.5% | -30.7% |
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