-30.7%
CIFR vs TAP
+38.4%
-69.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.2% | -7.3% | -3.8% |
| 7D | +4.8% | +1.3% | +3.5% | +5.0% |
| 30D | -31.0% | +5.7% | -36.7% | -30.8% |
| 3M | -58.7% | -1.9% | -56.8% | -58.6% |
| 6M | -67.7% | +0.9% | -68.6% | -67.7% |
| YTD | -53.5% | -9.5% | -44.0% | -53.3% |
| 1Y | -54.1% | -9.0% | -45.1% | -53.9% |
| 3Y | +138.2% | -22.2% | +160.4% | +144.4% |
| 5Y | -18.5% | +1.2% | -19.8% | -15.1% |
| All | -30.7% | +38.4% | -69.1% | -28.3% |
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