-35.1%
CIFR vs PATH
-80.2%
+45.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -0.1% | +18.0% | +18.0% |
| 7D | -10.2% | -5.3% | -4.9% | -7.9% |
| 30D | -55.0% | -0.5% | -54.5% | -55.0% |
| 3M | -64.1% | -7.1% | -56.9% | -64.4% |
| 6M | -70.1% | +23.8% | -93.9% | -76.5% |
| YTD | -55.7% | -20.7% | -35.0% | -57.1% |
| 1Y | -69.9% | -8.1% | -61.8% | -73.8% |
| 3Y | +68.7% | -21.8% | +90.5% | +54.0% |
| 5Y | -26.2% | -76.8% | +50.6% | -13.2% |
| All | -35.1% | -80.2% | +45.1% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PATH.
Daily Out/Under-Performance
Portfolio return minus PATH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PATH 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 PATH 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