+29.3%
CIFR vs QS
-74.8%
+104.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -6.6% | -2.1% | -5.3% |
| 7D | +11.3% | -4.2% | +15.6% | +14.1% |
| 30D | +3.5% | -15.7% | +19.2% | +13.5% |
| 3M | -26.6% | -28.7% | +2.1% | -13.4% |
| 6M | +18.1% | -23.2% | +41.3% | +34.6% |
| YTD | +14.5% | -49.9% | +64.4% | +63.8% |
| 1Y | +83.3% | -38.8% | +122.1% | +128.0% |
| 3Y | +461.5% | -24.0% | +485.5% | +382.5% |
| 5Y | +29.3% | -75.6% | +104.9% | +67.8% |
| All | +29.3% | -74.8% | +104.1% | +67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling