+70.7%
CIFR vs MAR
+262.9%
-192.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.8% | -9.5% | -9.3% |
| 7D | +11.3% | -0.5% | +11.8% | +11.6% |
| 30D | +3.5% | -4.7% | +8.2% | +6.9% |
| 3M | -26.6% | -15.6% | -11.0% | -18.2% |
| 6M | +18.1% | +1.2% | +16.9% | +15.8% |
| YTD | +14.5% | +7.5% | +7.0% | +6.3% |
| 1Y | +83.3% | +26.6% | +56.7% | +48.4% |
| 3Y | +461.5% | +66.0% | +395.5% | +311.5% |
| 5Y | +29.3% | +154.1% | -124.8% | -14.7% |
| All | +70.7% | +262.9% | -192.2% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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