+70.7%
CIFR vs TAP
+30.4%
+40.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.9% | -7.8% | -8.7% |
| 7D | +11.3% | -5.1% | +16.4% | +11.4% |
| 30D | +3.5% | -8.4% | +11.9% | +3.5% |
| 3M | -26.6% | -3.9% | -22.7% | -26.8% |
| 6M | +18.1% | -14.4% | +32.5% | +18.8% |
| YTD | +14.5% | -14.7% | +29.2% | +14.8% |
| 1Y | +83.3% | -18.7% | +102.0% | +84.6% |
| 3Y | +461.5% | -32.6% | +494.1% | +477.0% |
| 5Y | +29.3% | -1.4% | +30.7% | +34.4% |
| All | +70.7% | +30.4% | +40.3% | +76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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