-70.3%
CIFR vs QLD
-22.4%
-48.0%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | -12.7% | -1.9% | +3.1% |
| 7D | -31.5% | -18.6% | -12.9% | -7.6% |
| 30D | -64.2% | -28.3% | -35.9% | -39.6% |
| 3M | -70.3% | -20.4% | -50.0% | -57.2% |
| All | -70.3% | -22.4% | -48.0% | -57.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling