+70.2%
CIFR vs LOW
+24.9%
+45.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.1% | +5.6% | +5.6% |
| 7D | -5.0% | -3.7% | -1.3% | -2.8% |
| 30D | -5.7% | -8.9% | +3.2% | -0.6% |
| 3M | -25.5% | -10.4% | -15.1% | -22.4% |
| 6M | +19.4% | -19.4% | +38.8% | +33.8% |
| YTD | +14.2% | -17.1% | +31.3% | +25.1% |
| 1Y | +69.0% | -26.3% | +95.3% | +98.7% |
| 3Y | +503.9% | -9.9% | +513.8% | +500.2% |
| 5Y | +27.7% | +6.1% | +21.5% | +16.7% |
| All | +70.2% | +24.9% | +45.3% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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