-34.3%
CIFR vs NET
+361.2%
-395.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | -2.6% | -17.4% | -18.7% |
| 7D | -26.7% | -16.4% | -10.4% | -19.8% |
| 30D | -58.0% | -25.8% | -32.2% | -51.4% |
| 3M | -68.1% | -11.5% | -56.6% | -67.0% |
| 6M | -63.7% | +18.9% | -82.6% | -68.6% |
| YTD | -56.0% | +35.2% | -91.2% | -65.7% |
| 1Y | -71.1% | +14.5% | -85.6% | -75.4% |
| 3Y | +58.5% | +313.8% | -255.3% | -28.9% |
| 5Y | -23.6% | +32.6% | -56.2% | -60.3% |
| All | -34.3% | +361.2% | -395.6% | -69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 NET 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