-34.0%
CIFR vs TECH
+12.7%
-46.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | -19.6% | +0.2% | -19.8% | -19.7% |
| 30D | -51.7% | +0.5% | -52.2% | -51.8% |
| 3M | -60.0% | +1.1% | -61.1% | -60.2% |
| 6M | -68.2% | +51.0% | -119.2% | -75.8% |
| YTD | -55.8% | +24.4% | -80.1% | -63.1% |
| 1Y | -66.8% | +27.4% | -94.2% | -72.8% |
| 3Y | +119.1% | +28.5% | +90.6% | +69.4% |
| 5Y | -25.3% | -40.9% | +15.6% | -12.9% |
| All | -34.0% | +12.7% | -46.7% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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