+70.2%
CIFR vs MO
+171.7%
-101.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.3% | +5.4% | +5.7% |
| 7D | -5.0% | +0.1% | -5.2% | -5.0% |
| 30D | -5.7% | +7.1% | -12.9% | -5.9% |
| 3M | -25.5% | -2.0% | -23.6% | -26.3% |
| 6M | +19.4% | +7.3% | +12.1% | +14.9% |
| YTD | +14.2% | +23.5% | -9.3% | +5.5% |
| 1Y | +69.0% | +11.0% | +58.0% | +60.3% |
| 3Y | +503.9% | +95.0% | +408.9% | +334.8% |
| 5Y | +27.7% | +100.6% | -73.0% | -3.4% |
| All | +70.2% | +171.7% | -101.5% | +27.5% |
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