-34.0%
CIFR vs ON
+167.0%
-201.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.8% | -4.5% |
| 7D | -19.6% | -4.1% | -15.5% | -17.1% |
| 30D | -51.7% | -10.2% | -41.5% | -47.8% |
| 3M | -60.0% | -12.7% | -47.3% | -56.3% |
| 6M | -68.2% | -32.5% | -35.7% | -60.7% |
| YTD | -55.8% | +28.6% | -84.3% | -62.7% |
| 1Y | -66.8% | +43.4% | -110.2% | -73.8% |
| 3Y | +119.1% | +3.3% | +115.8% | +95.3% |
| 5Y | -25.3% | +22.5% | -47.8% | -42.0% |
| All | -34.0% | +167.0% | -201.1% | -54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 ON 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