-33.9%
CIFR vs MSCI
+89.0%
-122.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -2.3% | +20.2% | +18.9% |
| 7D | -10.2% | +2.8% | -13.0% | -11.9% |
| 30D | -55.0% | +15.4% | -70.5% | -58.3% |
| 3M | -64.1% | +13.4% | -77.5% | -66.6% |
| 6M | -70.1% | +10.9% | -81.0% | -72.8% |
| YTD | -55.7% | +13.0% | -68.6% | -60.7% |
| 1Y | -69.9% | +12.0% | -81.9% | -73.1% |
| 3Y | +68.7% | +34.1% | +34.6% | +30.8% |
| 5Y | -26.2% | +3.9% | -30.1% | -40.6% |
| All | -33.9% | +89.0% | -122.9% | -49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 all: compounded portfolio wealth divided by compounded MSCI 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…
all analysis · Full analysis span regression · 6 months rolling