-30.7%
CIFR vs OTIS
+32.5%
-63.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.0% | -5.1% | -4.5% |
| 7D | +4.8% | -1.3% | +6.1% | +5.3% |
| 30D | -31.0% | +12.8% | -43.8% | -35.9% |
| 3M | -58.7% | +7.4% | -66.1% | -60.9% |
| 6M | -67.7% | +7.7% | -75.4% | -69.9% |
| YTD | -53.5% | -9.3% | -44.3% | -52.1% |
| 1Y | -54.1% | -12.1% | -41.9% | -51.8% |
| 3Y | +138.2% | +0.6% | +137.6% | +129.1% |
| 5Y | -18.5% | -1.1% | -17.4% | -24.1% |
| All | -30.7% | +32.5% | -63.2% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 OTIS 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