-28.2%
CIFR vs CASY
+304.4%
-332.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +2.2% | +6.6% | +8.3% |
| 7D | +9.4% | +5.8% | +3.6% | +7.8% |
| 30D | -45.3% | +10.7% | -56.0% | -47.0% |
| 3M | -58.7% | -13.9% | -44.8% | -57.2% |
| 6M | -64.9% | -18.4% | -46.5% | -63.5% |
| YTD | -51.8% | +29.6% | -81.5% | -57.9% |
| 1Y | -61.9% | +32.8% | -94.7% | -67.1% |
| 3Y | +138.6% | +162.3% | -23.7% | +78.0% |
| 5Y | -13.0% | +265.0% | -278.0% | -38.0% |
| All | -28.2% | +304.4% | -332.6% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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