+58.6%
CIFR vs OSCR
-9.5%
+68.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +2.6% | -8.3% | -6.4% |
| 7D | -8.2% | +1.1% | -9.3% | -8.5% |
| 30D | -7.4% | +16.5% | -23.9% | -11.5% |
| 3M | -24.2% | +17.0% | -41.2% | -28.2% |
| 6M | +14.2% | +145.0% | -130.8% | -15.4% |
| YTD | +8.0% | +126.7% | -118.7% | -18.3% |
| 1Y | +55.5% | +67.2% | -11.7% | +26.6% |
| 3Y | +429.6% | +405.1% | +24.5% | +159.3% |
| 5Y | +20.8% | +86.2% | -65.4% | -42.6% |
| All | +58.6% | -9.5% | +68.1% | -23.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling