-31.2%
CIFR vs CVE
+741.2%
-772.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.5% | +3.9% |
| 7D | -0.7% | -10.1% | +9.3% | +2.4% |
| 30D | -49.6% | -12.1% | -37.5% | -48.0% |
| 3M | -60.4% | -1.9% | -58.5% | -60.5% |
| 6M | -66.9% | -1.8% | -65.0% | -67.0% |
| YTD | -53.9% | +65.8% | -119.6% | -60.0% |
| 1Y | -67.1% | +60.8% | -127.9% | -71.3% |
| 3Y | +118.3% | +70.1% | +48.1% | +85.4% |
| 5Y | -26.9% | +134.8% | -161.6% | -39.9% |
| All | -31.2% | +741.2% | -772.4% | -44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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