+318.4%
CIFR vs CAI
-11.0%
+329.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | 0.0% | -5.7% | -5.7% |
| 7D | -8.2% | -5.1% | -3.2% | -6.8% |
| 30D | -7.4% | +3.9% | -11.3% | -8.4% |
| 3M | -24.2% | +40.1% | -64.3% | -32.6% |
| 6M | +14.2% | +29.7% | -15.5% | +2.3% |
| YTD | +8.0% | -10.9% | +18.9% | +10.2% |
| 1Y | +55.5% | -28.0% | +83.5% | +66.2% |
| All | +318.4% | -11.0% | +329.3% | +299.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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