+79.2%
CIFR vs CI
+80.9%
-1.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.4% | +2.0% |
| 7D | +16.9% | +1.3% | +15.6% | +17.1% |
| 30D | -5.2% | +4.4% | -9.6% | -4.6% |
| 3M | -30.6% | +0.7% | -31.2% | -30.3% |
| 6M | +10.6% | +0.3% | +10.3% | +10.8% |
| YTD | +20.2% | +3.8% | +16.4% | +21.1% |
| 1Y | +139.7% | -5.5% | +145.2% | +138.1% |
| 3Y | +489.4% | +8.1% | +481.3% | +515.6% |
| 5Y | +54.4% | +42.8% | +11.6% | +54.8% |
| All | +79.2% | +80.9% | -1.7% | +78.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling