-31.2%
CIFR vs P
+452.0%
-483.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.3% | -2.2% | +0.7% |
| 7D | -0.7% | -9.6% | +8.9% | +6.0% |
| 30D | -49.6% | -33.4% | -16.2% | -36.7% |
| 3M | -60.4% | +14.2% | -74.6% | -63.4% |
| 6M | -66.9% | +31.6% | -98.4% | -72.0% |
| YTD | -53.9% | +53.5% | -107.3% | -64.2% |
| 1Y | -67.1% | +14.2% | -81.3% | -71.6% |
| 3Y | +118.3% | +190.5% | -72.2% | +15.9% |
| 5Y | -26.9% | +256.3% | -283.2% | -65.6% |
| All | -31.2% | +452.0% | -483.2% | -70.0% |
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