-27.8%
CIFR vs MOD
+1,355.4%
-1,383.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.8% |
| 7D | +28.8% | +16.1% | +12.7% | +19.5% |
| 30D | -36.9% | -38.5% | +1.6% | -17.6% |
| 3M | -60.0% | -46.8% | -13.2% | -43.8% |
| 6M | -64.4% | -61.6% | -2.8% | -41.1% |
| YTD | -51.6% | -20.5% | -31.0% | -42.8% |
| 1Y | -58.9% | -28.0% | -30.8% | -49.4% |
| 3Y | +139.9% | +134.9% | +5.0% | +104.0% |
| 5Y | -15.1% | +833.2% | -848.2% | -51.1% |
| All | -27.8% | +1,355.4% | -1,383.2% | -58.2% |
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