-34.0%
CIFR vs P
+447.4%
-481.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -3.7% |
| 7D | -19.6% | -13.3% | -6.3% | -12.4% |
| 30D | -51.7% | -34.0% | -17.7% | -39.1% |
| 3M | -60.0% | +4.1% | -64.1% | -61.0% |
| 6M | -68.2% | +30.5% | -98.7% | -73.0% |
| YTD | -55.8% | +52.2% | -107.9% | -65.5% |
| 1Y | -66.8% | +10.3% | -77.1% | -70.7% |
| 3Y | +119.1% | +180.9% | -61.7% | +18.4% |
| 5Y | -25.3% | +259.7% | -285.0% | -64.9% |
| All | -34.0% | +447.4% | -481.4% | -71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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