-28.2%
CIFR vs QID
-89.8%
+61.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -4.6% | +13.5% | +4.5% |
| 7D | +9.4% | -1.1% | +10.5% | +11.4% |
| 30D | -45.3% | +14.4% | -59.7% | -34.2% |
| 3M | -58.7% | +6.7% | -65.3% | -52.5% |
| 6M | -64.9% | +2.6% | -67.5% | -58.1% |
| YTD | -51.8% | -24.2% | -27.6% | -53.4% |
| 1Y | -61.9% | -22.3% | -39.6% | -61.5% |
| 3Y | +138.6% | -72.0% | +210.6% | +55.2% |
| 5Y | -13.0% | -78.2% | +65.2% | -39.7% |
| All | -28.2% | -89.8% | +61.6% | -54.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling