-30.7%
CIFR vs CBOE
+394.0%
-424.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.8% | -5.8% | -3.6% |
| 7D | +4.8% | +6.3% | -1.5% | +6.4% |
| 30D | -31.0% | +24.9% | -55.9% | -27.0% |
| 3M | -58.7% | +28.5% | -87.2% | -56.0% |
| 6M | -67.7% | +2.9% | -70.6% | -66.2% |
| YTD | -53.5% | +50.7% | -104.2% | -49.1% |
| 1Y | -54.1% | +45.5% | -99.5% | -49.9% |
| 3Y | +138.2% | +116.3% | +21.9% | +152.8% |
| 5Y | -18.5% | +204.3% | -222.9% | -25.7% |
| All | -30.7% | +394.0% | -424.7% | -38.4% |
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