-34.0%
CIFR vs FIVE
+84.5%
-118.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.1% |
| 7D | -19.6% | +7.3% | -26.9% | -22.3% |
| 30D | -51.7% | +18.1% | -69.8% | -55.3% |
| 3M | -60.0% | +7.7% | -67.7% | -61.9% |
| 6M | -68.2% | +13.6% | -81.8% | -70.9% |
| YTD | -55.8% | +34.6% | -90.3% | -62.4% |
| 1Y | -66.8% | +66.2% | -133.0% | -74.1% |
| 3Y | +119.1% | +43.5% | +75.7% | +71.2% |
| 5Y | -25.3% | +20.7% | -45.9% | -44.2% |
| All | -34.0% | +84.5% | -118.5% | -52.0% |
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