-30.7%
CIFR vs MO
+214.7%
-245.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.0% | -4.0% |
| 7D | +4.8% | +3.3% | +1.5% | +5.1% |
| 30D | -31.0% | +7.5% | -38.5% | -30.6% |
| 3M | -58.7% | +22.8% | -81.5% | -58.5% |
| 6M | -67.7% | +13.4% | -81.1% | -67.9% |
| YTD | -53.5% | +43.0% | -96.5% | -56.8% |
| 1Y | -54.1% | +45.2% | -99.3% | -57.5% |
| 3Y | +138.2% | +145.5% | -7.3% | +67.3% |
| 5Y | -18.5% | +157.1% | -175.6% | -39.1% |
| All | -30.7% | +214.7% | -245.4% | -47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 MO 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