-28.2%
CIFR vs M
+394.0%
-422.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -0.9% | +9.8% | +9.1% |
| 7D | +9.4% | -3.3% | +12.7% | +10.4% |
| 30D | -45.3% | +8.1% | -53.4% | -47.1% |
| 3M | -58.7% | +2.2% | -60.9% | -59.5% |
| 6M | -64.9% | +35.1% | -100.1% | -68.6% |
| YTD | -51.8% | +15.8% | -67.7% | -55.1% |
| 1Y | -61.9% | +25.8% | -87.8% | -65.4% |
| 3Y | +138.6% | +156.2% | -17.6% | +70.1% |
| 5Y | -13.0% | -2.4% | -10.6% | -27.3% |
| All | -28.2% | +394.0% | -422.1% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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