-33.9%
CIFR vs OUST
-63.9%
+30.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +14.0% | +3.9% | +12.2% |
| 7D | -10.2% | +17.0% | -27.2% | -16.9% |
| 30D | -55.0% | -16.5% | -38.5% | -51.9% |
| 3M | -64.1% | -23.7% | -40.4% | -60.0% |
| 6M | -70.1% | +18.4% | -88.5% | -74.2% |
| YTD | -55.7% | +60.8% | -116.4% | -66.5% |
| 1Y | -69.9% | +44.2% | -114.1% | -76.0% |
| 3Y | +68.7% | +668.1% | -599.4% | -47.0% |
| 5Y | -26.2% | -48.8% | +22.6% | -52.7% |
| All | -33.9% | -63.9% | +30.1% | -57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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