+87.0%
CIFR vs CI
+77.6%
+9.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.8% | +6.2% | +4.1% |
| 7D | +26.7% | -2.0% | +28.7% | +26.4% |
| 30D | +7.7% | -1.8% | +9.6% | +7.6% |
| 3M | -23.8% | -4.2% | -19.6% | -23.9% |
| 6M | +35.9% | +2.7% | +33.2% | +36.5% |
| YTD | +25.4% | +1.9% | +23.5% | +26.1% |
| 1Y | +139.8% | -6.3% | +146.0% | +138.0% |
| 3Y | +515.0% | +3.9% | +511.1% | +539.4% |
| 5Y | +52.1% | +41.9% | +10.2% | +52.2% |
| All | +87.0% | +77.6% | +9.4% | +86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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