-31.2%
CIFR vs TAP
+35.1%
-66.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.2% | +4.0% |
| 7D | -0.7% | -7.8% | +7.1% | -1.2% |
| 30D | -49.6% | +7.1% | -56.8% | -49.6% |
| 3M | -60.4% | -7.0% | -53.3% | -60.3% |
| 6M | -66.9% | -3.8% | -63.1% | -66.8% |
| YTD | -53.9% | -11.7% | -42.2% | -53.7% |
| 1Y | -67.1% | -10.1% | -57.0% | -67.1% |
| 3Y | +118.3% | -23.7% | +142.0% | +123.4% |
| 5Y | -26.9% | +2.9% | -29.8% | -23.9% |
| All | -31.2% | +35.1% | -66.3% | -29.0% |
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