+87.0%
CIFR vs IR
+104.5%
-17.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +6.0% | +5.7% |
| 7D | +26.7% | +0.6% | +26.1% | +26.0% |
| 30D | +7.7% | -13.6% | +21.4% | +21.7% |
| 3M | -23.8% | +3.7% | -27.5% | -28.1% |
| 6M | +35.9% | -13.1% | +49.0% | +51.0% |
| YTD | +25.4% | -5.1% | +30.5% | +28.5% |
| 1Y | +139.8% | -6.5% | +146.2% | +146.9% |
| 3Y | +515.0% | +8.5% | +506.4% | +504.5% |
| 5Y | +52.1% | +43.3% | +8.8% | +23.7% |
| All | +87.0% | +104.5% | -17.5% | +48.9% |
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