+29.8%
CIFR vs ONON
-22.6%
+52.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.1% | +3.6% | +4.6% |
| 7D | -5.0% | -2.1% | -2.9% | -4.0% |
| 30D | -5.7% | -11.6% | +5.9% | +0.2% |
| 3M | -25.5% | -30.1% | +4.6% | -14.2% |
| 6M | +19.4% | -30.5% | +49.9% | +36.9% |
| YTD | +14.2% | -41.0% | +55.2% | +42.2% |
| 1Y | +69.0% | -36.7% | +105.7% | +98.2% |
| 3Y | +503.9% | -8.6% | +512.5% | +446.6% |
| All | +29.8% | -22.6% | +52.4% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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