-27.8%
CIFR vs CVS
+85.9%
-113.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | +28.8% | +10.4% | +18.4% | +26.3% |
| 30D | -36.9% | +3.3% | -40.2% | -37.0% |
| 3M | -60.0% | -4.5% | -55.5% | -59.6% |
| 6M | -64.4% | -4.4% | -60.0% | -64.1% |
| YTD | -51.6% | +16.6% | -68.2% | -53.8% |
| 1Y | -58.9% | +15.3% | -74.2% | -60.6% |
| 3Y | +139.9% | +48.6% | +91.4% | +118.9% |
| 5Y | -15.1% | +12.9% | -28.0% | -20.5% |
| All | -27.8% | +85.9% | -113.7% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CVS.
Daily Out/Under-Performance
Portfolio return minus CVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVS 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 CVS 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