-30.7%
CIFR vs MOD
+1,760.9%
-1,791.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +27.9% | -31.9% | -18.0% |
| 7D | +4.8% | +40.4% | -35.6% | -14.7% |
| 30D | -31.0% | -14.0% | -17.0% | -26.5% |
| 3M | -58.7% | -33.3% | -25.4% | -49.9% |
| 6M | -67.7% | -51.4% | -16.3% | -54.2% |
| YTD | -53.5% | +1.6% | -55.1% | -53.1% |
| 1Y | -54.1% | +5.4% | -59.4% | -54.7% |
| 3Y | +138.2% | +191.0% | -52.8% | +74.4% |
| 5Y | -18.5% | +1,093.1% | -1,111.7% | -59.9% |
| All | -30.7% | +1,760.9% | -1,791.6% | -65.7% |
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