-28.2%
CIFR vs MA
+105.4%
-133.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.3% | +8.6% | +8.7% |
| 7D | +9.4% | -1.8% | +11.2% | +10.6% |
| 30D | -45.3% | +11.0% | -56.3% | -48.9% |
| 3M | -58.7% | +17.9% | -76.6% | -63.0% |
| 6M | -64.9% | +33.2% | -98.1% | -71.4% |
| YTD | -51.8% | +16.5% | -68.3% | -57.8% |
| 1Y | -61.9% | +19.1% | -81.0% | -67.3% |
| 3Y | +138.6% | +70.6% | +68.0% | +64.4% |
| 5Y | -13.0% | +92.1% | -105.1% | -44.0% |
| All | -28.2% | +105.4% | -133.6% | -54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 MA 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