-33.9%
CIFR vs QLD
+214.1%
-248.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +2.5% | +15.4% | +15.5% |
| 7D | -10.2% | -10.3% | 0.0% | -0.1% |
| 30D | -55.0% | -26.1% | -29.0% | -39.0% |
| 3M | -64.1% | -17.8% | -46.3% | -55.6% |
| 6M | -70.1% | -15.6% | -54.6% | -63.5% |
| YTD | -55.7% | +5.4% | -61.0% | -54.7% |
| 1Y | -69.9% | +5.2% | -75.1% | -69.0% |
| 3Y | +68.7% | +139.4% | -70.8% | +0.9% |
| 5Y | -26.2% | +66.7% | -92.9% | -52.4% |
| All | -33.9% | +214.1% | -248.0% | -61.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling