-37.4%
CIFR vs QLD
+61.4%
-98.8%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | -12.7% | -1.9% | -1.3% |
| 7D | -31.5% | -18.6% | -12.9% | -14.8% |
| 30D | -64.2% | -28.3% | -35.9% | -48.5% |
| 3M | -70.3% | -20.4% | -50.0% | -61.5% |
| 6M | -74.9% | -14.3% | -60.6% | -69.5% |
| YTD | -62.4% | +2.8% | -65.2% | -61.1% |
| 1Y | -77.5% | -1.2% | -76.3% | -75.6% |
| 3Y | +35.4% | +135.3% | -100.0% | -25.5% |
| 5Y | -37.4% | +62.6% | -100.0% | -59.3% |
| All | -37.4% | +61.4% | -98.8% | -59.3% |
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