-34.0%
CIFR vs CF
+379.6%
-413.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.6% | -6.7% | -4.2% |
| 7D | -19.6% | +4.8% | -24.3% | -19.7% |
| 30D | -51.7% | +9.7% | -61.4% | -51.9% |
| 3M | -60.0% | +1.2% | -61.3% | -60.2% |
| 6M | -68.2% | +7.4% | -75.6% | -68.6% |
| YTD | -55.8% | +60.5% | -116.3% | -60.2% |
| 1Y | -66.8% | +50.7% | -117.5% | -69.8% |
| 3Y | +119.1% | +64.8% | +54.3% | +94.7% |
| 5Y | -25.3% | +115.8% | -141.1% | -35.0% |
| All | -34.0% | +379.6% | -413.6% | -44.5% |
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