-28.2%
CIFR vs OUST
-60.4%
+32.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | 0.0% | +8.9% | +8.9% |
| 7D | +9.4% | +14.0% | -4.6% | +4.3% |
| 30D | -45.3% | +2.5% | -47.9% | -46.2% |
| 3M | -58.7% | -15.3% | -43.4% | -56.0% |
| 6M | -64.9% | +42.6% | -107.6% | -71.7% |
| YTD | -51.8% | +76.6% | -128.4% | -65.0% |
| 1Y | -61.9% | +54.1% | -116.0% | -70.5% |
| 3Y | +138.6% | +675.3% | -536.7% | -24.8% |
| 5Y | -13.0% | -45.1% | +32.1% | -46.3% |
| All | -28.2% | -60.4% | +32.2% | -55.1% |
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