+87.0%
CIFR vs C
+287.4%
-200.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.1% | +5.0% |
| 7D | +26.7% | +3.2% | +23.5% | +23.2% |
| 30D | +7.7% | +1.3% | +6.5% | +6.2% |
| 3M | -23.8% | +3.1% | -26.9% | -25.8% |
| 6M | +35.9% | +29.6% | +6.3% | +7.3% |
| YTD | +25.4% | +19.0% | +6.5% | +6.7% |
| 1Y | +139.8% | +45.6% | +94.1% | +70.4% |
| 3Y | +515.0% | +269.3% | +245.7% | +138.9% |
| 5Y | +52.1% | +131.6% | -79.5% | -31.1% |
| All | +87.0% | +287.4% | -200.4% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 C 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