+68.7%
CIFR vs QLD
+140.3%
-71.7%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +2.5% | +15.4% | +14.6% |
| 7D | -10.2% | -10.3% | 0.0% | +3.2% |
| 30D | -55.0% | -26.1% | -29.0% | -32.6% |
| 3M | -64.1% | -17.8% | -46.3% | -52.7% |
| 6M | -70.1% | -15.6% | -54.6% | -61.9% |
| YTD | -55.7% | +5.4% | -61.0% | -56.4% |
| 1Y | -69.9% | +5.2% | -75.1% | -70.1% |
| 3Y | +68.7% | +139.4% | -70.8% | +4.4% |
| All | +68.7% | +140.3% | -71.7% | +4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling