+87.0%
CIFR vs EW
+2.6%
+84.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.5% | +7.9% | +6.0% |
| 7D | +26.7% | -4.4% | +31.1% | +29.2% |
| 30D | +7.7% | -3.3% | +11.1% | +8.9% |
| 3M | -23.8% | +1.0% | -24.8% | -25.2% |
| 6M | +35.9% | +6.2% | +29.7% | +29.9% |
| YTD | +25.4% | +1.7% | +23.7% | +22.2% |
| 1Y | +139.8% | +8.1% | +131.7% | +124.4% |
| 3Y | +515.0% | +17.1% | +497.9% | +408.4% |
| 5Y | +52.1% | -29.4% | +81.4% | +52.9% |
| All | +87.0% | +2.6% | +84.3% | +86.0% |
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