+26.9%
CIFR vs OSCR
+96.8%
-69.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.6% | +5.1% | +5.5% |
| 7D | -5.0% | +1.6% | -6.6% | -5.4% |
| 30D | -5.7% | +10.7% | -16.4% | -8.7% |
| 3M | -25.5% | +13.4% | -38.9% | -29.2% |
| 6M | +19.4% | +144.6% | -125.1% | -13.1% |
| YTD | +14.2% | +128.0% | -113.9% | -15.3% |
| 1Y | +69.0% | +68.7% | +0.4% | +35.3% |
| 3Y | +503.9% | +398.8% | +105.2% | +176.5% |
| All | +26.9% | +96.8% | -69.9% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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