-27.8%
CIFR vs CF
+389.6%
-417.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.5% |
| 7D | +28.8% | +5.4% | +23.5% | +28.6% |
| 30D | -36.9% | +6.5% | -43.5% | -37.1% |
| 3M | -60.0% | +4.6% | -64.6% | -60.2% |
| 6M | -64.4% | -3.3% | -61.0% | -64.4% |
| YTD | -51.6% | +63.9% | -115.4% | -56.5% |
| 1Y | -58.9% | +50.4% | -109.3% | -62.5% |
| 3Y | +139.9% | +68.2% | +71.7% | +113.1% |
| 5Y | -15.1% | +113.8% | -128.9% | -26.1% |
| All | -27.8% | +389.6% | -417.4% | -39.2% |
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