-31.2%
CIFR vs MOD
+1,356.1%
-1,387.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +9.9% | -5.8% | -1.1% |
| 7D | -0.7% | -13.9% | +13.2% | +8.5% |
| 30D | -49.6% | -41.5% | -8.1% | -32.6% |
| 3M | -60.4% | -45.7% | -14.6% | -44.9% |
| 6M | -66.9% | -61.1% | -5.7% | -45.7% |
| YTD | -53.9% | -20.5% | -33.4% | -45.6% |
| 1Y | -67.1% | -32.1% | -35.0% | -58.5% |
| 3Y | +118.3% | +146.5% | -28.2% | +83.1% |
| 5Y | -26.9% | +812.7% | -839.6% | -57.9% |
| All | -31.2% | +1,356.1% | -1,387.3% | -60.3% |
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