-31.2%
CIFR vs CI
+90.3%
-121.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.4% | +4.2% |
| 7D | -0.7% | +0.1% | -0.9% | -0.5% |
| 30D | -49.6% | +4.7% | -54.3% | -49.1% |
| 3M | -60.4% | +5.2% | -65.6% | -59.9% |
| 6M | -66.9% | +3.8% | -70.6% | -66.4% |
| YTD | -53.9% | +9.2% | -63.1% | -53.0% |
| 1Y | -67.1% | +14.3% | -81.3% | -66.3% |
| 3Y | +118.3% | +8.4% | +109.8% | +129.0% |
| 5Y | -26.9% | +50.0% | -76.9% | -25.4% |
| All | -31.2% | +90.3% | -121.5% | -30.6% |
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