-21.0%
CIFR vs RF
+47.5%
-68.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.2% | -5.3% | -5.1% |
| 7D | +4.8% | +1.9% | +2.9% | +3.1% |
| 30D | -31.0% | +7.3% | -38.3% | -35.5% |
| 3M | -58.7% | -7.9% | -50.8% | -56.2% |
| 6M | -67.7% | +10.5% | -78.2% | -71.3% |
| YTD | -53.5% | +9.6% | -63.2% | -58.9% |
| 1Y | -54.1% | +20.3% | -74.4% | -62.8% |
| 3Y | +138.2% | +119.5% | +18.7% | +36.9% |
| All | -21.0% | +47.5% | -68.4% | -48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling