+70.7%
CIFR vs SPOT
+101.1%
-30.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.1% | -7.6% | -8.3% |
| 7D | +11.3% | -6.5% | +17.8% | +14.3% |
| 30D | +3.5% | +2.2% | +1.3% | +1.6% |
| 3M | -26.6% | +5.4% | -32.0% | -29.9% |
| 6M | +18.1% | -4.0% | +22.1% | +16.2% |
| YTD | +14.5% | -9.9% | +24.4% | +14.3% |
| 1Y | +83.3% | -27.3% | +110.6% | +99.6% |
| 3Y | +461.5% | +236.4% | +225.1% | +189.5% |
| 5Y | +29.3% | +112.6% | -83.3% | -34.0% |
| All | +70.7% | +101.1% | -30.4% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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