-33.9%
CIFR vs LIN
+141.7%
-175.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -1.1% | +19.1% | +18.4% |
| 7D | -10.2% | +0.2% | -10.4% | -10.7% |
| 30D | -55.0% | +6.5% | -61.5% | -56.6% |
| 3M | -64.1% | +5.5% | -69.5% | -65.3% |
| 6M | -70.1% | +3.3% | -73.5% | -71.2% |
| YTD | -55.7% | +22.0% | -77.7% | -61.5% |
| 1Y | -69.9% | +25.7% | -95.6% | -74.4% |
| 3Y | +68.7% | +36.2% | +32.4% | +39.7% |
| 5Y | -26.2% | +66.1% | -92.3% | -47.5% |
| All | -33.9% | +141.7% | -175.6% | -55.4% |
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