+87.0%
CIFR vs CAPR
+95.7%
-8.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.6% | +8.0% | +4.5% |
| 7D | +26.7% | -9.5% | +36.2% | +27.2% |
| 30D | +7.7% | +121.5% | -113.8% | +3.5% |
| 3M | -23.8% | -65.4% | +41.6% | -22.4% |
| 6M | +35.9% | -67.5% | +103.4% | +38.7% |
| YTD | +25.4% | -68.6% | +94.0% | +27.8% |
| 1Y | +139.8% | +42.7% | +97.1% | +103.8% |
| 3Y | +515.0% | +43.4% | +471.6% | +339.5% |
| 5Y | +52.1% | +86.0% | -33.9% | -2.6% |
| All | +87.0% | +95.7% | -8.7% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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