+51.0%
CIFR vs OUST
-56.2%
+107.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.5% | +1.4% |
| 7D | +16.9% | +5.2% | +11.7% | +14.6% |
| 30D | -5.2% | -19.3% | +14.1% | +4.6% |
| 3M | -30.6% | -22.6% | -7.9% | -26.5% |
| 6M | +10.6% | +62.8% | -52.2% | -19.7% |
| YTD | +20.2% | +68.3% | -48.2% | -14.2% |
| 1Y | +139.7% | +28.5% | +111.2% | +87.3% |
| 3Y | +489.4% | +554.0% | -64.7% | +55.7% |
| All | +51.0% | -56.2% | +107.1% | +47.1% |
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 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