-34.0%
CIFR vs OVV
+656.6%
-690.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.8% | -5.9% | -4.6% |
| 7D | -19.6% | -7.3% | -12.3% | -17.7% |
| 30D | -51.7% | -3.6% | -48.1% | -51.3% |
| 3M | -60.0% | -2.6% | -57.4% | -60.1% |
| 6M | -68.2% | +7.6% | -75.8% | -69.4% |
| YTD | -55.8% | +59.6% | -115.4% | -62.5% |
| 1Y | -66.8% | +62.2% | -129.0% | -72.0% |
| 3Y | +119.1% | +49.6% | +69.5% | +88.2% |
| 5Y | -25.3% | +98.9% | -124.2% | -37.5% |
| All | -34.0% | +656.6% | -690.6% | -45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 OVV 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