-28.2%
CIFR vs TECH
+12.7%
-40.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | 0.0% | +8.9% | +8.9% |
| 7D | +9.4% | +0.1% | +9.3% | +9.4% |
| 30D | -45.3% | +0.3% | -45.6% | -45.4% |
| 3M | -58.7% | +1.0% | -59.7% | -58.9% |
| 6M | -64.9% | +54.0% | -118.9% | -73.6% |
| YTD | -51.8% | +24.3% | -76.2% | -59.8% |
| 1Y | -61.9% | +23.7% | -85.6% | -68.1% |
| 3Y | +138.6% | +28.5% | +110.1% | +84.4% |
| 5Y | -13.0% | -41.2% | +28.3% | +1.6% |
| All | -28.2% | +12.7% | -40.8% | -21.9% |
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