-31.2%
CIFR vs LIN
+144.1%
-175.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.0% | +3.1% | +3.7% |
| 7D | -0.7% | +0.1% | -0.8% | -1.1% |
| 30D | -49.6% | +7.6% | -57.2% | -51.6% |
| 3M | -60.4% | +6.5% | -66.9% | -61.9% |
| 6M | -66.9% | +6.2% | -73.1% | -68.5% |
| YTD | -53.9% | +23.2% | -77.1% | -60.0% |
| 1Y | -67.1% | +25.4% | -92.5% | -71.9% |
| 3Y | +118.3% | +38.3% | +80.0% | +79.6% |
| 5Y | -26.9% | +64.4% | -91.3% | -47.9% |
| All | -31.2% | +144.1% | -175.3% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 LIN 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