-31.2%
CIFR vs QLD
+235.5%
-266.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.8% | -2.8% | -2.4% |
| 7D | -0.7% | -1.4% | +0.7% | +0.8% |
| 30D | -49.6% | -19.6% | -30.1% | -37.0% |
| 3M | -60.4% | -14.1% | -46.2% | -53.0% |
| 6M | -66.9% | -13.6% | -53.2% | -60.4% |
| YTD | -53.9% | +12.5% | -66.4% | -55.8% |
| 1Y | -67.1% | +13.1% | -80.2% | -68.4% |
| 3Y | +118.3% | +154.7% | -36.4% | +22.6% |
| 5Y | -26.9% | +81.1% | -107.9% | -56.0% |
| All | -31.2% | +235.5% | -266.7% | -62.5% |
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