+70.2%
CIFR vs TDY
+79.4%
-9.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.2% | +4.5% | +4.6% |
| 7D | -5.0% | -1.1% | -3.9% | -3.9% |
| 30D | -5.7% | -12.0% | +6.3% | +6.4% |
| 3M | -25.5% | -3.2% | -22.3% | -22.9% |
| 6M | +19.4% | -7.9% | +27.3% | +30.7% |
| YTD | +14.2% | +18.2% | -4.1% | +1.6% |
| 1Y | +69.0% | +6.7% | +62.4% | +64.2% |
| 3Y | +503.9% | +47.5% | +456.4% | +360.0% |
| 5Y | +27.7% | +39.5% | -11.8% | -2.0% |
| All | +70.2% | +79.4% | -9.2% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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