-30.7%
CIFR vs RF
+187.5%
-218.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.2% | -5.3% | -4.9% |
| 7D | +4.8% | +1.9% | +2.9% | +3.5% |
| 30D | -31.0% | +7.3% | -38.3% | -34.6% |
| 3M | -58.7% | -7.9% | -50.8% | -56.7% |
| 6M | -67.7% | +10.5% | -78.2% | -70.5% |
| YTD | -53.5% | +9.6% | -63.2% | -57.6% |
| 1Y | -54.1% | +20.3% | -74.4% | -60.8% |
| 3Y | +138.2% | +119.5% | +18.7% | +59.9% |
| 5Y | -18.5% | +48.2% | -66.7% | -37.9% |
| All | -30.7% | +187.5% | -218.2% | -47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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