+70.2%
CIFR vs QSR
+65.8%
+4.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.6% | +5.1% | +5.4% |
| 7D | -5.0% | -4.0% | -1.0% | -2.7% |
| 30D | -5.7% | +2.8% | -8.5% | -7.1% |
| 3M | -25.5% | +5.1% | -30.6% | -29.1% |
| 6M | +19.4% | +8.8% | +10.6% | +10.1% |
| YTD | +14.2% | +14.8% | -0.7% | -0.4% |
| 1Y | +69.0% | +25.7% | +43.3% | +36.5% |
| 3Y | +503.9% | +27.5% | +476.4% | +396.7% |
| 5Y | +27.7% | +41.3% | -13.6% | -12.7% |
| All | +70.2% | +65.8% | +4.4% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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