-27.8%
CIFR vs QLD
+244.6%
-272.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +1.2% |
| 7D | +28.8% | +12.5% | +16.3% | +15.5% |
| 30D | -36.9% | -15.7% | -21.2% | -24.6% |
| 3M | -60.0% | -11.9% | -48.1% | -53.6% |
| 6M | -64.4% | -10.3% | -54.1% | -58.8% |
| YTD | -51.6% | +15.6% | -67.2% | -54.7% |
| 1Y | -58.9% | +12.1% | -71.0% | -60.1% |
| 3Y | +139.9% | +150.7% | -10.7% | +36.1% |
| 5Y | -15.1% | +86.6% | -101.7% | -50.1% |
| All | -27.8% | +244.6% | -272.4% | -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