-38.1%
CIFR vs COMP
-52.0%
+13.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +10.7% | +7.2% | +13.7% |
| 7D | -10.2% | +13.4% | -23.7% | -15.0% |
| 30D | -55.0% | +11.1% | -66.1% | -57.3% |
| 3M | -64.1% | -18.8% | -45.2% | -61.6% |
| 6M | -70.1% | +10.5% | -80.6% | -72.7% |
| YTD | -55.7% | -3.4% | -52.3% | -58.5% |
| 1Y | -69.9% | +19.7% | -89.5% | -74.3% |
| 3Y | +68.7% | +381.6% | -312.9% | -29.2% |
| 5Y | -26.2% | -17.6% | -8.6% | -53.6% |
| All | -38.1% | -52.0% | +13.8% | -62.3% |
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