-31.2%
CIFR vs B
+83.4%
-114.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.2% | -0.2% | +2.1% |
| 7D | -0.7% | +11.3% | -12.1% | -6.9% |
| 30D | -49.6% | +2.9% | -52.6% | -50.6% |
| 3M | -60.4% | -2.9% | -57.5% | -59.9% |
| 6M | -66.9% | -1.2% | -65.7% | -67.1% |
| YTD | -53.9% | -1.3% | -52.5% | -53.7% |
| 1Y | -67.1% | +30.4% | -97.5% | -70.4% |
| 3Y | +118.3% | +195.3% | -77.0% | +46.3% |
| 5Y | -26.9% | +146.2% | -173.1% | -50.0% |
| All | -31.2% | +83.4% | -114.7% | -52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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