+515.0%
CIFR vs QID
-74.5%
+589.4%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.1% | +4.7% |
| 7D | +26.7% | -2.7% | +29.4% | +22.9% |
| 30D | +7.7% | +1.8% | +5.9% | +11.4% |
| 3M | -23.8% | -2.2% | -21.6% | -20.5% |
| 6M | +35.9% | -32.1% | +68.0% | -2.7% |
| YTD | +25.4% | -28.6% | +54.0% | -1.4% |
| 1Y | +139.8% | -36.3% | +176.1% | +76.3% |
| 3Y | +515.0% | -74.4% | +589.4% | +223.4% |
| All | +515.0% | -74.5% | +589.4% | +223.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling