+61.0%
CIFR vs TE
-53.7%
+114.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -6.7% | +1.0% | -3.2% |
| 7D | -8.2% | +0.9% | -9.1% | -8.5% |
| 30D | -7.4% | -16.3% | +8.9% | -1.3% |
| 3M | -24.2% | -40.8% | +16.6% | -10.3% |
| 6M | +14.2% | -42.6% | +56.8% | +26.1% |
| YTD | +8.0% | -31.4% | +39.4% | +10.4% |
| 1Y | +55.5% | +144.9% | -89.4% | -13.4% |
| 3Y | +429.6% | -26.0% | +455.6% | +253.1% |
| 5Y | +20.8% | -48.5% | +69.2% | -6.9% |
| All | +61.0% | -53.7% | +114.7% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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