-30.7%
CIFR vs CTVA
+98.9%
-129.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.6% | -6.7% | -4.8% |
| 7D | +4.8% | -20.8% | +25.6% | +10.8% |
| 30D | -31.0% | -29.6% | -1.4% | -24.3% |
| 3M | -58.7% | -16.9% | -41.8% | -58.4% |
| 6M | -67.7% | -24.3% | -43.4% | -66.7% |
| YTD | -53.5% | -5.6% | -47.9% | -56.9% |
| 1Y | -54.1% | -4.2% | -49.9% | -57.6% |
| 3Y | +138.2% | +43.3% | +94.9% | +92.8% |
| 5Y | -18.5% | +35.7% | -54.2% | -32.4% |
| All | -30.7% | +98.9% | -129.6% | -44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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