+61.0%
CIFR vs JAAA
+29.4%
+31.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | 0.0% | -5.7% | -5.6% |
| 7D | -8.2% | +0.1% | -8.3% | -8.5% |
| 30D | -7.4% | +0.4% | -7.8% | -9.0% |
| 3M | -24.2% | +1.2% | -25.4% | -27.9% |
| 6M | +14.2% | +2.7% | +11.5% | +2.8% |
| YTD | +8.0% | +3.2% | +4.8% | -4.2% |
| 1Y | +55.5% | +4.8% | +50.7% | +30.9% |
| 3Y | +429.6% | +19.0% | +410.6% | +264.9% |
| 5Y | +20.8% | +26.8% | -6.0% | -20.8% |
| All | +61.0% | +29.4% | +31.6% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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