-28.2%
CIFR vs MOD
+1,363.2%
-1,391.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +3.5% | +5.4% | +7.1% |
| 7D | +9.4% | +8.2% | +1.2% | +5.7% |
| 30D | -45.3% | -38.2% | -7.1% | -28.7% |
| 3M | -58.7% | -46.2% | -12.5% | -42.3% |
| 6M | -64.9% | -62.5% | -2.4% | -41.5% |
| YTD | -51.8% | -20.1% | -31.7% | -43.3% |
| 1Y | -61.9% | -29.7% | -32.2% | -52.7% |
| 3Y | +138.6% | +136.2% | +2.4% | +102.3% |
| 5Y | -13.0% | +820.4% | -833.3% | -50.0% |
| All | -28.2% | +1,363.2% | -1,391.4% | -58.6% |
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