+86.0%
CIFR vs S
-57.8%
+143.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.3% | +6.6% | +5.4% |
| 7D | +26.7% | -5.8% | +32.5% | +30.2% |
| 30D | +7.7% | -9.2% | +16.9% | +11.0% |
| 3M | -23.8% | +23.4% | -47.2% | -34.3% |
| 6M | +35.9% | +36.9% | -1.0% | +8.2% |
| YTD | +25.4% | +29.5% | -4.1% | +1.7% |
| 1Y | +139.8% | +5.4% | +134.3% | +113.5% |
| 3Y | +515.0% | +14.7% | +500.3% | +440.8% |
| 5Y | +52.1% | -71.5% | +123.6% | +89.1% |
| All | +86.0% | -57.8% | +143.8% | +132.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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