+20.8%
CIFR vs QID
-80.2%
+100.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +2.3% | -8.0% | -3.3% |
| 7D | -8.2% | +2.7% | -11.0% | -5.4% |
| 30D | -7.4% | +3.3% | -10.7% | -3.0% |
| 3M | -24.2% | -5.5% | -18.6% | -23.9% |
| 6M | +14.2% | -28.4% | +42.6% | -7.3% |
| YTD | +8.0% | -26.6% | +34.6% | -7.4% |
| 1Y | +55.5% | -34.1% | +89.6% | +27.1% |
| 3Y | +429.6% | -73.7% | +503.3% | +180.5% |
| 5Y | +20.8% | -80.7% | +101.4% | -35.3% |
| All | +20.8% | -80.2% | +100.9% | -35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling