-31.2%
CIFR vs RF
+188.2%
-219.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.2% | +1.9% | +2.6% |
| 7D | -0.7% | -0.1% | -0.6% | -0.8% |
| 30D | -49.6% | +7.0% | -56.7% | -52.1% |
| 3M | -60.4% | -7.0% | -53.3% | -58.7% |
| 6M | -66.9% | +6.8% | -73.6% | -69.0% |
| YTD | -53.9% | +9.9% | -63.8% | -58.0% |
| 1Y | -67.1% | +21.1% | -88.2% | -72.0% |
| 3Y | +118.3% | +119.6% | -1.4% | +46.4% |
| 5Y | -26.9% | +46.2% | -73.0% | -44.2% |
| All | -31.2% | +188.2% | -219.4% | -48.3% |
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