-21.0%
CIFR vs CI
+49.5%
-70.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.3% | -4.0% |
| 7D | +4.8% | +1.2% | +3.7% | +5.2% |
| 30D | -31.0% | +2.6% | -33.5% | -30.3% |
| 3M | -58.7% | +7.4% | -66.2% | -57.7% |
| 6M | -67.7% | -0.1% | -67.6% | -67.2% |
| YTD | -53.5% | +9.7% | -63.3% | -52.0% |
| 1Y | -54.1% | +12.1% | -66.2% | -52.3% |
| 3Y | +138.2% | +7.0% | +131.2% | +159.7% |
| All | -21.0% | +49.5% | -70.5% | -3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling