-27.8%
CIFR vs CDNS
+189.0%
-216.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.7% | -0.3% |
| 7D | +28.8% | +7.0% | +21.8% | +22.9% |
| 30D | -36.9% | -0.3% | -36.7% | -36.4% |
| 3M | -60.0% | +3.2% | -63.1% | -60.6% |
| 6M | -64.4% | -6.9% | -57.5% | -62.3% |
| YTD | -51.6% | +6.6% | -58.2% | -54.5% |
| 1Y | -58.9% | +5.6% | -64.5% | -61.0% |
| 3Y | +139.9% | +27.4% | +112.5% | +96.4% |
| 5Y | -15.1% | +83.7% | -98.8% | -48.5% |
| All | -27.8% | +189.0% | -216.7% | -58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CDNS.
Daily Out/Under-Performance
Portfolio return minus CDNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDNS 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 CDNS 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