+87.0%
CIFR vs FIVE
+84.9%
+2.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.6% | +4.0% |
| 7D | +26.7% | +3.7% | +23.0% | +24.7% |
| 30D | +7.7% | +4.0% | +3.8% | +5.2% |
| 3M | -23.8% | +36.2% | -60.0% | -34.4% |
| 6M | +35.9% | +18.0% | +17.9% | +23.2% |
| YTD | +25.4% | +34.9% | -9.5% | +7.5% |
| 1Y | +139.8% | +67.9% | +71.9% | +87.6% |
| 3Y | +515.0% | +57.3% | +457.6% | +364.1% |
| 5Y | +52.1% | +39.5% | +12.6% | +14.6% |
| All | +87.0% | +84.9% | +2.1% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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