+70.7%
CIFR vs JCI
+276.5%
-205.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.0% | -7.7% | -7.7% |
| 7D | +11.3% | +4.1% | +7.3% | +7.3% |
| 30D | +3.5% | -3.8% | +7.3% | +8.3% |
| 3M | -26.6% | -1.6% | -25.0% | -25.4% |
| 6M | +18.1% | +9.5% | +8.6% | +9.5% |
| YTD | +14.5% | +21.7% | -7.2% | -4.7% |
| 1Y | +83.3% | +37.1% | +46.2% | +37.2% |
| 3Y | +461.5% | +165.2% | +296.3% | +167.5% |
| 5Y | +29.3% | +110.3% | -81.0% | -36.5% |
| All | +70.7% | +276.5% | -205.8% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 JCI 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