-68.1%
CIFR vs Q
+66.4%
-134.5%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +6.3% | +11.6% | +11.1% |
| 7D | -10.2% | +0.3% | -10.5% | -9.0% |
| 30D | -55.0% | -9.8% | -45.2% | -49.0% |
| 3M | -64.1% | -12.2% | -51.8% | -57.8% |
| 6M | -70.1% | -21.6% | -48.5% | -62.1% |
| YTD | -55.7% | +43.6% | -99.2% | -67.6% |
| 1Y | -69.9% | +25.7% | -95.5% | -75.7% |
| All | -68.1% | +66.4% | -134.5% | -73.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling