+43.0%
CIFR vs OUST
+537.2%
-494.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | -9.0% | -5.6% | -10.9% |
| 7D | -31.5% | -5.0% | -26.4% | -31.1% |
| 30D | -64.2% | -32.0% | -32.2% | -58.4% |
| 3M | -70.3% | -32.4% | -38.0% | -65.4% |
| 6M | -74.9% | +6.7% | -81.6% | -77.4% |
| YTD | -62.4% | +41.0% | -103.4% | -70.1% |
| 1Y | -77.5% | +18.0% | -95.5% | -80.7% |
| All | +43.0% | +537.2% | -494.1% | -50.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling