-33.9%
CIFR vs MOD
+1,225.2%
-1,259.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +5.7% | +12.2% | +14.9% |
| 7D | -10.2% | -25.5% | +15.3% | +5.9% |
| 30D | -55.0% | -49.0% | -6.0% | -35.3% |
| 3M | -64.1% | -49.8% | -14.2% | -47.9% |
| 6M | -70.1% | -64.8% | -5.4% | -48.4% |
| YTD | -55.7% | -27.6% | -28.0% | -45.0% |
| 1Y | -69.9% | -35.2% | -34.7% | -60.9% |
| 3Y | +68.7% | +137.1% | -68.5% | +46.7% |
| 5Y | -26.2% | +760.3% | -786.5% | -55.3% |
| All | -33.9% | +1,225.2% | -1,259.1% | -59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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