-58.7%
CIFR vs QID
+8.1%
-66.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -4.6% | +13.5% | +2.0% |
| 7D | +9.4% | -1.1% | +10.5% | +11.0% |
| 30D | -45.3% | +14.4% | -59.7% | -25.4% |
| 3M | -58.7% | +6.7% | -65.3% | -47.4% |
| All | -58.7% | +8.1% | -66.8% | -47.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling