-31.2%
CIFR vs MA
+103.9%
-135.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.6% | +3.8% |
| 7D | -0.7% | -0.3% | -0.4% | -1.0% |
| 30D | -49.6% | +11.3% | -60.9% | -53.0% |
| 3M | -60.4% | +16.7% | -77.0% | -64.3% |
| 6M | -66.9% | +32.8% | -99.6% | -73.0% |
| YTD | -53.9% | +15.6% | -69.5% | -59.4% |
| 1Y | -67.1% | +19.6% | -86.7% | -71.9% |
| 3Y | +118.3% | +72.1% | +46.2% | +49.4% |
| 5Y | -26.9% | +96.0% | -122.9% | -53.0% |
| All | -31.2% | +103.9% | -135.1% | -55.8% |
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