+70.7%
CIFR vs TECK
+454.6%
-383.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -2.3% | -6.4% | -7.6% |
| 7D | +11.3% | +4.9% | +6.5% | +9.1% |
| 30D | +3.5% | +5.2% | -1.7% | +1.2% |
| 3M | -26.6% | +13.8% | -40.4% | -30.9% |
| 6M | +18.1% | +38.5% | -20.4% | +3.0% |
| YTD | +14.5% | +47.3% | -32.8% | -1.7% |
| 1Y | +83.3% | +81.0% | +2.3% | +45.7% |
| 3Y | +461.5% | +79.9% | +381.6% | +351.8% |
| 5Y | +29.3% | +207.9% | -178.6% | -1.9% |
| All | +70.7% | +454.6% | -383.9% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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