-30.7%
CIFR vs CF
+390.3%
-421.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.2% | -4.1% |
| 7D | +4.8% | +4.8% | 0.0% | +4.6% |
| 30D | -31.0% | +4.7% | -35.7% | -31.1% |
| 3M | -58.7% | +7.4% | -66.1% | -59.0% |
| 6M | -67.7% | +0.6% | -68.3% | -67.8% |
| YTD | -53.5% | +64.1% | -117.6% | -58.2% |
| 1Y | -54.1% | +51.4% | -105.5% | -58.2% |
| 3Y | +138.2% | +67.8% | +70.4% | +111.6% |
| 5Y | -18.5% | +114.1% | -132.7% | -29.1% |
| All | -30.7% | +390.3% | -421.0% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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