-27.8%
CIFR vs EW
+25.2%
-53.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +28.8% | +4.9% | +23.9% | +26.2% |
| 30D | -36.9% | +24.1% | -61.0% | -43.3% |
| 3M | -60.0% | +13.7% | -73.7% | -62.6% |
| 6M | -64.4% | +32.7% | -97.1% | -69.4% |
| YTD | -51.6% | +24.1% | -75.7% | -57.2% |
| 1Y | -58.9% | +23.6% | -82.5% | -63.6% |
| 3Y | +139.9% | +64.8% | +75.2% | +63.9% |
| 5Y | -15.1% | -8.8% | -6.3% | -22.1% |
| All | -27.8% | +25.2% | -53.0% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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