-29.5%
CIFR vs QLD
+66.7%
-96.2%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +2.5% | +15.4% | +15.3% |
| 7D | -10.2% | -10.3% | 0.0% | +0.9% |
| 30D | -55.0% | -26.1% | -29.0% | -37.2% |
| 3M | -64.1% | -17.8% | -46.3% | -54.8% |
| 6M | -70.1% | -15.6% | -54.6% | -63.0% |
| YTD | -55.7% | +5.4% | -61.0% | -55.1% |
| 1Y | -69.9% | +5.2% | -75.1% | -69.2% |
| 3Y | +68.7% | +139.4% | -70.8% | -8.6% |
| All | -29.5% | +66.7% | -96.2% | -55.3% |
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