-33.9%
CIFR vs CP
+51.5%
-85.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -1.7% | +19.6% | +19.1% |
| 7D | -10.2% | +2.8% | -13.0% | -12.7% |
| 30D | -55.0% | +10.2% | -65.3% | -58.6% |
| 3M | -64.1% | +2.4% | -66.4% | -65.1% |
| 6M | -70.1% | +7.7% | -77.8% | -72.4% |
| YTD | -55.7% | +26.0% | -81.6% | -63.7% |
| 1Y | -69.9% | +34.6% | -104.5% | -76.5% |
| 3Y | +68.7% | +26.7% | +42.0% | +43.6% |
| 5Y | -26.2% | +24.9% | -51.1% | -36.9% |
| All | -33.9% | +51.5% | -85.4% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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