-27.8%
CIFR vs GAP
+36.6%
-64.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +1.0% |
| 7D | +28.8% | -5.2% | +34.0% | +30.8% |
| 30D | -36.9% | -6.9% | -30.0% | -36.0% |
| 3M | -60.0% | +5.7% | -65.7% | -61.7% |
| 6M | -64.4% | +0.9% | -65.3% | -65.8% |
| YTD | -51.6% | -14.5% | -37.1% | -51.1% |
| 1Y | -58.9% | -12.1% | -46.8% | -59.0% |
| 3Y | +139.9% | +72.2% | +67.8% | +77.5% |
| 5Y | -15.1% | +4.5% | -19.6% | -38.2% |
| All | -27.8% | +36.6% | -64.4% | -48.6% |
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