+87.0%
CIFR vs QSR
+68.6%
+18.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.4% | +6.7% | +5.7% |
| 7D | +26.7% | +0.1% | +26.6% | +26.7% |
| 30D | +7.7% | +5.9% | +1.8% | +4.2% |
| 3M | -23.8% | +10.5% | -34.3% | -29.9% |
| 6M | +35.9% | +7.7% | +28.2% | +26.3% |
| YTD | +25.4% | +16.8% | +8.6% | +8.3% |
| 1Y | +139.8% | +30.9% | +108.9% | +87.8% |
| 3Y | +515.0% | +28.2% | +486.8% | +404.5% |
| 5Y | +52.1% | +45.0% | +7.1% | +2.9% |
| All | +87.0% | +68.6% | +18.4% | +26.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling