-31.2%
CIFR vs IR
+136.6%
-167.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.7% | -0.6% | 0.0% |
| 7D | -0.7% | +5.0% | -5.7% | -4.0% |
| 30D | -49.6% | +10.3% | -60.0% | -53.6% |
| 3M | -60.4% | -0.1% | -60.3% | -60.5% |
| 6M | -66.9% | +14.8% | -81.6% | -71.4% |
| YTD | -53.9% | +9.7% | -63.6% | -58.3% |
| 1Y | -67.1% | +12.2% | -79.3% | -70.9% |
| 3Y | +118.3% | +30.0% | +88.3% | +84.9% |
| 5Y | -26.9% | +46.8% | -73.7% | -46.0% |
| All | -31.2% | +136.6% | -167.8% | -51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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