-27.8%
CIFR vs QID
-89.8%
+62.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | 0.0% | +1.1% |
| 7D | +28.8% | -11.8% | +40.6% | +15.5% |
| 30D | -36.9% | +14.2% | -51.2% | -24.4% |
| 3M | -60.0% | +8.8% | -68.8% | -53.1% |
| 6M | -64.4% | +1.5% | -65.8% | -57.8% |
| YTD | -51.6% | -23.8% | -27.8% | -52.9% |
| 1Y | -58.9% | -22.0% | -36.9% | -58.3% |
| 3Y | +139.9% | -71.9% | +211.8% | +56.9% |
| 5Y | -15.1% | -77.6% | +62.5% | -40.6% |
| All | -27.8% | -89.8% | +62.0% | -54.3% |
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