-31.2%
CIFR vs C
+247.4%
-278.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.5% | +1.6% | +1.6% |
| 7D | -0.7% | -0.9% | +0.2% | +0.4% |
| 30D | -49.6% | -5.4% | -44.2% | -46.3% |
| 3M | -60.4% | -9.2% | -51.2% | -56.2% |
| 6M | -66.9% | -1.8% | -65.0% | -65.9% |
| YTD | -53.9% | +6.7% | -60.5% | -56.0% |
| 1Y | -67.1% | +23.5% | -90.6% | -72.7% |
| 3Y | +118.3% | +219.8% | -101.5% | -3.5% |
| 5Y | -26.9% | +112.4% | -139.3% | -63.1% |
| All | -31.2% | +247.4% | -278.6% | -65.4% |
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