+51.0%
CIFR vs CF
+227.0%
-176.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.2% | +5.4% | +2.4% |
| 7D | +16.9% | +6.0% | +10.9% | +16.4% |
| 30D | -5.2% | +14.8% | -20.0% | -6.3% |
| 3M | -30.6% | +14.1% | -44.6% | -31.4% |
| 6M | +10.6% | +28.5% | -17.9% | +4.1% |
| YTD | +20.2% | +74.9% | -54.8% | +5.9% |
| 1Y | +139.7% | +61.7% | +78.0% | +114.9% |
| 3Y | +489.4% | +80.3% | +409.0% | +411.2% |
| All | +51.0% | +227.0% | -176.0% | +34.9% |
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