-33.9%
CIFR vs CF
+367.9%
-401.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +0.7% | +17.2% | +17.9% |
| 7D | -10.2% | -3.2% | -7.0% | -10.1% |
| 30D | -55.0% | +4.3% | -59.4% | -55.2% |
| 3M | -64.1% | +2.8% | -66.9% | -64.3% |
| 6M | -70.1% | +0.6% | -70.7% | -70.4% |
| YTD | -55.7% | +56.6% | -112.3% | -60.1% |
| 1Y | -69.9% | +49.6% | -119.5% | -72.7% |
| 3Y | +68.7% | +61.5% | +7.2% | +50.0% |
| 5Y | -26.2% | +124.0% | -150.2% | -35.9% |
| All | -33.9% | +367.9% | -401.8% | -44.3% |
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