+70.7%
CIFR vs MA
+76.2%
-5.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.6% | -8.1% | -8.4% |
| 7D | +11.3% | -3.5% | +14.8% | +13.5% |
| 30D | +3.5% | +0.8% | +2.7% | +2.4% |
| 3M | -26.6% | +14.8% | -41.4% | -33.7% |
| 6M | +18.1% | +10.0% | +8.1% | +8.3% |
| YTD | +14.5% | -0.1% | +14.6% | +10.6% |
| 1Y | +83.3% | -2.2% | +85.5% | +79.5% |
| 3Y | +461.5% | +39.3% | +422.2% | +340.1% |
| 5Y | +29.3% | +66.3% | -37.0% | -8.3% |
| All | +70.7% | +76.2% | -5.4% | +20.5% |
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