-71.1%
CIFR vs QLD
+13.1%
-84.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +1.9% | -21.8% | -22.7% |
| 7D | -26.7% | -9.4% | -17.3% | -15.3% |
| 30D | -58.0% | -17.1% | -41.0% | -44.0% |
| 3M | -68.1% | -10.4% | -57.7% | -61.7% |
| 6M | -63.7% | +0.7% | -64.4% | -64.5% |
| YTD | -56.0% | +17.7% | -73.7% | -66.2% |
| 1Y | -71.1% | +14.7% | -85.8% | -76.7% |
| All | -71.1% | +13.1% | -84.3% | -76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 1y: compounded portfolio wealth divided by compounded QLD 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…
1y analysis · Full analysis span regression · 6 months rolling