-37.4%
CIFR vs OUST
-56.4%
+19.0%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | -9.0% | -5.6% | -10.6% |
| 7D | -31.5% | -5.0% | -26.4% | -31.1% |
| 30D | -64.2% | -32.0% | -32.2% | -57.9% |
| 3M | -70.3% | -32.4% | -38.0% | -65.0% |
| 6M | -74.9% | +6.7% | -81.6% | -77.9% |
| YTD | -62.4% | +41.0% | -103.4% | -71.2% |
| 1Y | -77.5% | +18.0% | -95.5% | -81.2% |
| 3Y | +35.4% | +560.6% | -525.2% | -64.1% |
| 5Y | -37.4% | -55.1% | +17.7% | -39.4% |
| All | -37.4% | -56.4% | +19.0% | -39.4% |
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