-31.6%
CIFR vs S
-48.9%
+17.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +8.0% | -4.0% | +0.2% |
| 7D | -0.7% | +1.6% | -2.3% | -1.2% |
| 30D | -49.6% | -10.5% | -39.2% | -46.6% |
| 3M | -60.4% | +9.9% | -70.3% | -63.2% |
| 6M | -66.9% | +41.8% | -108.6% | -73.8% |
| YTD | -53.9% | +56.8% | -110.7% | -66.3% |
| 1Y | -67.1% | +39.0% | -106.1% | -74.6% |
| 3Y | +118.3% | +53.8% | +64.4% | +65.5% |
| 5Y | -26.9% | -68.6% | +41.7% | -16.1% |
| All | -31.6% | -48.9% | +17.3% | -23.2% |
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