-30.7%
CIFR vs LOW
+45.4%
-76.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.2% | -4.1% |
| 7D | +4.8% | +1.4% | +3.4% | +4.1% |
| 30D | -31.0% | +21.7% | -52.7% | -39.3% |
| 3M | -58.7% | +5.0% | -63.7% | -60.6% |
| 6M | -67.7% | +4.6% | -72.3% | -69.9% |
| YTD | -53.5% | -3.5% | -50.0% | -54.2% |
| 1Y | -54.1% | +0.5% | -54.6% | -56.3% |
| 3Y | +138.2% | +24.8% | +113.4% | +89.0% |
| 5Y | -18.5% | +6.5% | -25.0% | -32.1% |
| All | -30.7% | +45.4% | -76.1% | -44.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling