+70.2%
CIFR vs CBOE
+269.8%
-199.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.2% | +8.0% | +5.3% |
| 7D | -5.0% | -5.8% | +0.8% | -6.1% |
| 30D | -5.7% | -3.1% | -2.6% | -6.3% |
| 3M | -25.5% | -4.8% | -20.8% | -25.8% |
| 6M | +19.4% | -0.6% | +20.0% | +20.3% |
| YTD | +14.2% | +12.8% | +1.4% | +16.3% |
| 1Y | +69.0% | +19.8% | +49.2% | +73.4% |
| 3Y | +503.9% | +86.9% | +417.0% | +467.5% |
| 5Y | +27.7% | +136.5% | -108.9% | +8.2% |
| All | +70.2% | +269.8% | -199.6% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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