+29.3%
CIFR vs OMC
+29.1%
+0.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -3.5% | -5.2% | -7.0% |
| 7D | +11.3% | -4.2% | +15.6% | +13.9% |
| 30D | +3.5% | -7.5% | +11.0% | +7.0% |
| 3M | -26.6% | +4.6% | -31.3% | -31.5% |
| 6M | +18.1% | -4.8% | +22.9% | +16.9% |
| YTD | +14.5% | -1.0% | +15.5% | +7.9% |
| 1Y | +83.3% | +3.8% | +79.5% | +61.9% |
| 3Y | +461.5% | +10.2% | +451.3% | +359.5% |
| 5Y | +29.3% | +29.7% | -0.4% | -13.9% |
| All | +29.3% | +29.1% | +0.2% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 5y: compounded portfolio wealth divided by compounded OMC 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…
5y analysis · Full analysis span regression · 6 months rolling