+61.0%
CIFR vs JBL
+754.5%
-693.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.8% | -2.9% | -3.6% |
| 7D | -8.2% | -1.0% | -7.2% | -7.4% |
| 30D | -7.4% | -15.1% | +7.7% | +5.5% |
| 3M | -24.2% | -14.0% | -10.1% | -13.8% |
| 6M | +14.2% | +20.6% | -6.4% | +3.2% |
| YTD | +8.0% | +32.9% | -24.9% | -9.1% |
| 1Y | +55.5% | +40.5% | +15.0% | +27.0% |
| 3Y | +429.6% | +183.7% | +245.8% | +173.7% |
| 5Y | +20.8% | +388.3% | -367.6% | -54.9% |
| All | +61.0% | +754.5% | -693.5% | -44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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