+70.2%
CIFR vs QID
-90.3%
+160.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.8% | +7.5% | +4.0% |
| 7D | -5.0% | +1.3% | -6.3% | -3.6% |
| 30D | -5.7% | +2.9% | -8.7% | -2.0% |
| 3M | -25.5% | -0.7% | -24.8% | -21.9% |
| 6M | +19.4% | -29.7% | +49.1% | -2.0% |
| YTD | +14.2% | -27.9% | +42.0% | -1.5% |
| 1Y | +69.0% | -34.6% | +103.6% | +41.3% |
| 3Y | +503.9% | -73.5% | +577.5% | +254.4% |
| 5Y | +27.7% | -81.0% | +108.7% | -22.9% |
| All | +70.2% | -90.3% | +160.5% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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