-28.2%
CIFR vs REPL
-48.5%
+20.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -6.4% | +15.3% | +9.2% |
| 7D | +9.4% | +5.3% | +4.1% | +9.1% |
| 30D | -45.3% | +66.6% | -111.9% | -46.8% |
| 3M | -58.7% | +59.6% | -118.2% | -59.8% |
| 6M | -64.9% | +482.4% | -547.3% | -69.7% |
| YTD | -51.8% | +124.1% | -175.9% | -57.5% |
| 1Y | -61.9% | +138.6% | -200.5% | -66.6% |
| 3Y | +138.6% | +96.0% | +42.6% | +66.1% |
| 5Y | -13.0% | -35.4% | +22.4% | -34.4% |
| All | -28.2% | -48.5% | +20.3% | -46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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