+70.2%
CIFR vs MKTX
-67.8%
+138.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.1% | +5.8% | +5.7% |
| 7D | -5.0% | -0.2% | -4.8% | -4.9% |
| 30D | -5.7% | +0.7% | -6.4% | -5.9% |
| 3M | -25.5% | +40.8% | -66.3% | -33.5% |
| 6M | +19.4% | -8.0% | +27.4% | +20.3% |
| YTD | +14.2% | -8.7% | +22.9% | +15.0% |
| 1Y | +69.0% | -11.8% | +80.8% | +71.1% |
| 3Y | +503.9% | -24.0% | +528.0% | +500.9% |
| 5Y | +27.7% | -60.3% | +88.0% | +60.8% |
| All | +70.2% | -67.8% | +138.0% | +116.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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