-17.7%
CIFR vs Q
+78.4%
-96.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +1.8% | -10.5% | -10.4% |
| 7D | +11.3% | +6.6% | +4.7% | +4.4% |
| 30D | +3.5% | -6.6% | +10.1% | +11.5% |
| 3M | -26.6% | -13.2% | -13.4% | -16.5% |
| 6M | +18.1% | +9.9% | +8.2% | +5.6% |
| YTD | +14.5% | +53.9% | -39.4% | -23.9% |
| All | -17.7% | +78.4% | -96.2% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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