-34.0%
CIFR vs CB
+239.1%
-273.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.6% | -5.7% | -3.5% |
| 7D | -19.6% | +0.7% | -20.3% | -19.2% |
| 30D | -51.7% | +8.2% | -59.9% | -50.1% |
| 3M | -60.0% | +6.3% | -66.3% | -58.8% |
| 6M | -68.2% | +16.2% | -84.4% | -66.4% |
| YTD | -55.8% | +19.3% | -75.1% | -52.8% |
| 1Y | -66.8% | +29.2% | -96.0% | -64.2% |
| 3Y | +119.1% | +71.4% | +47.7% | +146.2% |
| 5Y | -25.3% | +104.2% | -129.5% | -15.0% |
| All | -34.0% | +239.1% | -273.2% | -25.4% |
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