+79.2%
CIFR vs QID
-90.4%
+169.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +1.8% |
| 7D | +16.9% | -0.6% | +17.6% | +16.8% |
| 30D | -5.2% | 0.0% | -5.2% | -4.4% |
| 3M | -30.6% | +3.7% | -34.3% | -22.7% |
| 6M | +10.6% | -29.9% | +40.4% | -9.3% |
| YTD | +20.2% | -28.8% | +49.0% | +2.2% |
| 1Y | +139.7% | -37.2% | +176.9% | +93.1% |
| 3Y | +489.4% | -73.7% | +563.1% | +241.8% |
| 5Y | +54.4% | -80.7% | +135.1% | -7.8% |
| All | +79.2% | -90.4% | +169.6% | -0.9% |
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