+51.0%
CIFR vs QLD
+121.5%
-70.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +1.8% |
| 7D | +16.9% | +0.6% | +16.4% | +16.7% |
| 30D | -5.2% | -0.1% | -5.1% | -4.7% |
| 3M | -30.6% | -8.4% | -22.2% | -23.2% |
| 6M | +10.6% | +32.2% | -21.6% | -14.2% |
| YTD | +20.2% | +28.9% | -8.7% | -3.6% |
| 1Y | +139.7% | +43.8% | +95.9% | +77.3% |
| 3Y | +489.4% | +176.6% | +312.8% | +163.0% |
| All | +51.0% | +121.5% | -70.6% | -30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling