+20.8%
CIFR vs MKTX
-60.6%
+81.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.1% | -5.6% | -5.6% |
| 7D | -8.2% | -0.2% | -8.1% | -8.2% |
| 30D | -7.4% | +0.8% | -8.2% | -7.7% |
| 3M | -24.2% | +41.1% | -65.3% | -33.5% |
| 6M | +14.2% | -9.5% | +23.7% | +16.1% |
| YTD | +8.0% | -8.7% | +16.7% | +9.1% |
| 1Y | +55.5% | -10.0% | +65.5% | +56.5% |
| 3Y | +429.6% | -24.6% | +454.2% | +422.0% |
| 5Y | +20.8% | -60.3% | +81.1% | +116.0% |
| All | +20.8% | -60.6% | +81.3% | +116.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling