-26.9%
CIFR vs CF
+112.3%
-139.1%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.1% | +4.1% |
| 7D | -0.7% | -0.9% | +0.1% | -0.7% |
| 30D | -49.6% | +6.9% | -56.6% | -49.8% |
| 3M | -60.4% | +4.8% | -65.2% | -60.7% |
| 6M | -66.9% | +4.7% | -71.5% | -67.3% |
| YTD | -53.9% | +56.5% | -110.3% | -59.4% |
| 1Y | -67.1% | +48.4% | -115.5% | -70.7% |
| 3Y | +118.3% | +59.1% | +59.1% | +89.2% |
| 5Y | -26.9% | +109.5% | -136.4% | -38.0% |
| All | -26.9% | +112.3% | -139.1% | -38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling