+61.0%
CIFR vs RUN
-86.2%
+147.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.9% | -3.7% | -5.1% |
| 7D | -8.2% | -3.4% | -4.9% | -7.2% |
| 30D | -7.4% | -14.0% | +6.6% | -3.3% |
| 3M | -24.2% | -27.5% | +3.3% | -17.7% |
| 6M | +14.2% | -29.0% | +43.2% | +25.0% |
| YTD | +8.0% | -53.1% | +61.1% | +28.4% |
| 1Y | +55.5% | -46.7% | +102.2% | +78.7% |
| 3Y | +429.6% | -38.3% | +467.9% | +328.5% |
| 5Y | +20.8% | -80.7% | +101.5% | +17.2% |
| All | +61.0% | -86.2% | +147.2% | +57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RUN 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling