+70.7%
CIFR vs CNP
+121.3%
-50.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.9% | -7.8% | -8.5% |
| 7D | +11.3% | +0.7% | +10.7% | +11.2% |
| 30D | +3.5% | -0.1% | +3.5% | +3.6% |
| 3M | -26.6% | -5.6% | -21.0% | -26.0% |
| 6M | +18.1% | -7.5% | +25.6% | +19.5% |
| YTD | +14.5% | +5.5% | +9.0% | +12.9% |
| 1Y | +83.3% | +8.3% | +74.9% | +80.4% |
| 3Y | +461.5% | +51.8% | +409.7% | +417.0% |
| 5Y | +29.3% | +69.9% | -40.6% | +18.9% |
| All | +70.7% | +121.3% | -50.6% | +52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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