-28.2%
CIFR vs B
+69.5%
-97.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -1.6% | +10.5% | +9.6% |
| 7D | +9.4% | -2.7% | +12.1% | +10.7% |
| 30D | -45.3% | -4.3% | -41.0% | -44.5% |
| 3M | -58.7% | -2.3% | -56.4% | -58.4% |
| 6M | -64.9% | -16.2% | -48.7% | -62.3% |
| YTD | -51.8% | -8.8% | -43.0% | -49.8% |
| 1Y | -61.9% | +11.4% | -73.3% | -63.3% |
| 3Y | +138.6% | +174.3% | -35.7% | +65.6% |
| 5Y | -13.0% | +116.2% | -129.1% | -38.6% |
| All | -28.2% | +69.5% | -97.7% | -48.5% |
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