-30.7%
CIFR vs QS
-75.4%
+44.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.2% | +1.1% | -2.3% |
| 7D | +4.8% | -14.0% | +18.8% | +10.0% |
| 30D | -31.0% | -6.4% | -24.6% | -29.7% |
| 3M | -58.7% | -40.3% | -18.5% | -50.8% |
| 6M | -67.7% | -57.5% | -10.2% | -56.9% |
| YTD | -53.5% | -64.7% | +11.2% | -33.5% |
| 1Y | -54.1% | -72.9% | +18.8% | -28.3% |
| 3Y | +138.2% | -33.5% | +171.6% | +153.6% |
| 5Y | -18.5% | -90.5% | +72.0% | +8.0% |
| All | -30.7% | -75.4% | +44.7% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 10y: compounded portfolio wealth divided by compounded QS 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…
10y analysis · Full analysis span regression · 6 months rolling