-28.2%
CIFR vs MUB
+6.3%
-34.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.3% | +8.6% | +8.3% |
| 7D | +9.4% | +0.4% | +8.9% | +8.4% |
| 30D | -45.3% | +3.6% | -48.9% | -49.8% |
| 3M | -58.7% | -0.5% | -58.2% | -58.1% |
| 6M | -64.9% | -0.6% | -64.3% | -64.3% |
| YTD | -51.8% | +0.3% | -52.1% | -51.7% |
| 1Y | -61.9% | +0.4% | -62.3% | -61.9% |
| 3Y | +138.6% | +10.8% | +127.8% | +77.1% |
| 5Y | -13.0% | +3.4% | -16.4% | -35.0% |
| All | -28.2% | +6.3% | -34.5% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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