+61.0%
CIFR vs CTAS
+146.4%
-85.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.8% | -4.9% | -5.4% |
| 7D | -8.2% | -1.3% | -6.9% | -7.7% |
| 30D | -7.4% | -3.1% | -4.3% | -6.3% |
| 3M | -24.2% | +10.3% | -34.5% | -29.9% |
| 6M | +14.2% | +1.6% | +12.5% | +10.2% |
| YTD | +8.0% | +6.3% | +1.7% | +0.6% |
| 1Y | +55.5% | -0.5% | +56.0% | +50.0% |
| 3Y | +429.6% | +64.6% | +365.0% | +281.8% |
| 5Y | +20.8% | +106.0% | -85.2% | -23.9% |
| All | +61.0% | +146.4% | -85.4% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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