+70.2%
CIFR vs CDE
+166.5%
-96.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.2% | +4.5% | +5.4% |
| 7D | -5.0% | -3.1% | -1.9% | -4.2% |
| 30D | -5.7% | +9.5% | -15.2% | -7.9% |
| 3M | -25.5% | +25.5% | -51.0% | -30.6% |
| 6M | +19.4% | -7.9% | +27.3% | +20.3% |
| YTD | +14.2% | +15.6% | -1.4% | +8.9% |
| 1Y | +69.0% | +34.0% | +35.0% | +53.9% |
| 3Y | +503.9% | +791.9% | -288.0% | +248.4% |
| 5Y | +27.7% | +197.7% | -170.1% | -21.1% |
| All | +70.2% | +166.5% | -96.3% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 CDE 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