-15.1%
CIFR vs CB
+105.8%
-120.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.7% |
| 7D | +28.8% | 0.0% | +28.8% | +29.1% |
| 30D | -36.9% | +7.4% | -44.3% | -34.6% |
| 3M | -60.0% | +8.6% | -68.6% | -58.2% |
| 6M | -64.4% | +16.1% | -80.5% | -61.9% |
| YTD | -51.6% | +20.2% | -71.8% | -47.8% |
| 1Y | -58.9% | +27.2% | -86.1% | -55.4% |
| 3Y | +139.9% | +72.7% | +67.3% | +171.7% |
| 5Y | -15.1% | +105.9% | -121.0% | -5.8% |
| All | -15.1% | +105.8% | -120.9% | -5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling