-25.3%
CIFR vs RF
+45.3%
-70.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -3.4% |
| 7D | -19.6% | +0.3% | -19.9% | -19.9% |
| 30D | -51.7% | +6.2% | -57.9% | -54.4% |
| 3M | -60.0% | -7.8% | -52.2% | -57.5% |
| 6M | -68.2% | +5.9% | -74.2% | -70.7% |
| YTD | -55.8% | +9.0% | -64.8% | -60.7% |
| 1Y | -66.8% | +19.3% | -86.0% | -72.8% |
| 3Y | +119.1% | +116.4% | +2.7% | +27.2% |
| 5Y | -25.3% | +46.0% | -71.3% | -50.8% |
| All | -25.3% | +45.3% | -70.6% | -50.8% |
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 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