+87.0%
CIFR vs JD
-61.0%
+148.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.1% | +6.4% | +5.3% |
| 7D | +26.7% | -0.8% | +27.5% | +27.1% |
| 30D | +7.7% | -16.0% | +23.8% | +16.3% |
| 3M | -23.8% | -3.2% | -20.6% | -23.4% |
| 6M | +35.9% | +6.1% | +29.8% | +31.0% |
| YTD | +25.4% | -0.1% | +25.5% | +24.2% |
| 1Y | +139.8% | -12.7% | +152.5% | +153.3% |
| 3Y | +515.0% | -6.3% | +521.3% | +493.1% |
| 5Y | +52.1% | -61.3% | +113.4% | +86.1% |
| All | +87.0% | -61.0% | +148.0% | +130.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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