+61.0%
CIFR vs BEN
+89.3%
-28.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.3% | -4.3% | -4.4% |
| 7D | -8.2% | +0.3% | -8.6% | -8.4% |
| 30D | -7.4% | +0.9% | -8.3% | -7.9% |
| 3M | -24.2% | +9.2% | -33.3% | -29.9% |
| 6M | +14.2% | +36.8% | -22.6% | -14.3% |
| YTD | +8.0% | +44.4% | -36.4% | -23.8% |
| 1Y | +55.5% | +45.8% | +9.7% | +9.4% |
| 3Y | +429.6% | +52.5% | +377.0% | +271.9% |
| 5Y | +20.8% | +37.7% | -16.9% | -8.7% |
| All | +61.0% | +89.3% | -28.3% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded BEN 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling