-31.2%
CIFR vs CB
+233.9%
-265.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.5% | +3.9% |
| 7D | -0.7% | -1.5% | +0.8% | -1.0% |
| 30D | -49.6% | +6.5% | -56.2% | -48.3% |
| 3M | -60.4% | +4.1% | -64.4% | -59.5% |
| 6M | -66.9% | +14.4% | -81.3% | -65.1% |
| YTD | -53.9% | +17.5% | -71.4% | -51.1% |
| 1Y | -67.1% | +27.5% | -94.6% | -64.8% |
| 3Y | +118.3% | +71.6% | +46.7% | +144.3% |
| 5Y | -26.9% | +100.6% | -127.5% | -17.3% |
| All | -31.2% | +233.9% | -265.1% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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