-31.2%
CIFR vs CP
+54.5%
-85.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.0% | +2.0% | +2.7% |
| 7D | -0.7% | +2.8% | -3.5% | -3.3% |
| 30D | -49.6% | +11.3% | -61.0% | -53.9% |
| 3M | -60.4% | +2.9% | -63.2% | -61.6% |
| 6M | -66.9% | +9.8% | -76.6% | -69.8% |
| YTD | -53.9% | +28.5% | -82.4% | -62.7% |
| 1Y | -67.1% | +33.5% | -100.6% | -74.1% |
| 3Y | +118.3% | +31.9% | +86.3% | +81.4% |
| 5Y | -26.9% | +25.5% | -52.3% | -38.1% |
| All | -31.2% | +54.5% | -85.7% | -43.7% |
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