-29.5%
CIFR vs OUST
-49.1%
+19.6%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +14.0% | +3.9% | +11.7% |
| 7D | -10.2% | +17.0% | -27.2% | -17.6% |
| 30D | -55.0% | -16.5% | -38.5% | -51.6% |
| 3M | -64.1% | -23.7% | -40.4% | -59.7% |
| 6M | -70.1% | +18.4% | -88.5% | -74.8% |
| YTD | -55.7% | +60.8% | -116.4% | -67.8% |
| 1Y | -69.9% | +44.2% | -114.1% | -76.9% |
| 3Y | +68.7% | +668.1% | -599.4% | -58.1% |
| All | -29.5% | -49.1% | +19.6% | -35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling