+61.0%
CIFR vs MCO
+72.5%
-11.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.5% | -4.2% | -4.5% |
| 7D | -8.2% | -7.3% | -0.9% | -2.6% |
| 30D | -7.4% | -1.7% | -5.7% | -6.8% |
| 3M | -24.2% | +3.9% | -28.1% | -29.7% |
| 6M | +14.2% | +3.8% | +10.4% | +4.6% |
| YTD | +8.0% | -7.9% | +15.9% | +8.6% |
| 1Y | +55.5% | -6.8% | +62.4% | +54.7% |
| 3Y | +429.6% | +40.9% | +388.6% | +269.5% |
| 5Y | +20.8% | +27.5% | -6.7% | -20.8% |
| All | +61.0% | +72.5% | -11.5% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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