-35.2%
CIFR vs COMP
-52.0%
+16.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.7% | -5.7% | -4.7% |
| 7D | +4.8% | 0.0% | +4.8% | +4.8% |
| 30D | -31.0% | +16.6% | -47.5% | -35.6% |
| 3M | -58.7% | -23.5% | -35.2% | -54.8% |
| 6M | -67.7% | +25.7% | -93.4% | -71.9% |
| YTD | -53.5% | -3.4% | -50.1% | -56.5% |
| 1Y | -54.1% | +7.6% | -61.6% | -58.8% |
| 3Y | +138.2% | +423.6% | -285.4% | -3.7% |
| 5Y | -18.5% | -10.6% | -7.9% | -49.0% |
| All | -35.2% | -52.0% | +16.8% | -60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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