+61.0%
CIFR vs CRS
+2,568.0%
-2,507.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.2% | -3.5% | -4.6% |
| 7D | -8.2% | -4.1% | -4.1% | -6.4% |
| 30D | -7.4% | -16.6% | +9.2% | +1.3% |
| 3M | -24.2% | -14.3% | -9.9% | -18.3% |
| 6M | +14.2% | +11.6% | +2.6% | +8.9% |
| YTD | +8.0% | +42.6% | -34.6% | -8.7% |
| 1Y | +55.5% | +81.8% | -26.3% | +15.9% |
| 3Y | +429.6% | +632.1% | -202.5% | +134.4% |
| 5Y | +20.8% | +1,401.6% | -1,380.9% | -54.6% |
| All | +61.0% | +2,568.0% | -2,507.0% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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