+70.7%
CIFR vs TECH
+11.8%
+58.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.1% | -8.6% | -8.7% |
| 7D | +11.3% | -0.1% | +11.4% | +11.4% |
| 30D | +3.5% | +0.3% | +3.2% | +3.4% |
| 3M | -26.6% | +32.9% | -59.6% | -39.0% |
| 6M | +18.1% | +32.1% | -14.0% | -4.3% |
| YTD | +14.5% | +23.4% | -8.9% | -3.9% |
| 1Y | +83.3% | +34.1% | +49.2% | +42.2% |
| 3Y | +461.5% | +2.2% | +459.3% | +405.3% |
| 5Y | +29.3% | -41.8% | +71.1% | +52.3% |
| All | +70.7% | +11.8% | +58.9% | +86.4% |
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