+70.7%
CIFR vs GAP
+36.3%
+34.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -4.6% | -4.1% | -7.1% |
| 7D | +11.3% | -3.2% | +14.5% | +12.8% |
| 30D | +3.5% | -0.7% | +4.2% | +2.5% |
| 3M | -26.6% | -0.5% | -26.2% | -28.0% |
| 6M | +18.1% | -5.0% | +23.1% | +17.2% |
| YTD | +14.5% | -14.7% | +29.2% | +17.3% |
| 1Y | +83.3% | -8.6% | +91.9% | +82.2% |
| 3Y | +461.5% | +108.4% | +353.1% | +295.2% |
| 5Y | +29.3% | +5.8% | +23.5% | -4.9% |
| All | +70.7% | +36.3% | +34.4% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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