+20.8%
CIFR vs CBOE
+145.0%
-124.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.5% | -4.2% | -6.0% |
| 7D | -8.2% | -3.7% | -4.5% | -9.1% |
| 30D | -7.4% | +2.0% | -9.3% | -7.0% |
| 3M | -24.2% | -4.2% | -19.9% | -24.4% |
| 6M | +14.2% | +1.2% | +13.0% | +15.9% |
| YTD | +8.0% | +15.4% | -7.4% | +11.6% |
| 1Y | +55.5% | +23.5% | +32.0% | +62.6% |
| 3Y | +429.6% | +93.2% | +336.4% | +380.0% |
| 5Y | +20.8% | +142.0% | -121.2% | -7.4% |
| All | +20.8% | +145.0% | -124.2% | -7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling