-30.7%
CIFR vs TECK
+375.2%
-405.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.4% | -3.3% |
| 7D | +4.8% | -0.4% | +5.3% | +5.0% |
| 30D | -31.0% | -7.1% | -23.9% | -28.5% |
| 3M | -58.7% | -5.5% | -53.3% | -57.4% |
| 6M | -67.7% | -9.7% | -58.0% | -65.8% |
| YTD | -53.5% | +26.3% | -79.8% | -56.9% |
| 1Y | -54.1% | +44.4% | -98.4% | -59.6% |
| 3Y | +138.2% | +70.1% | +68.1% | +104.2% |
| 5Y | -18.5% | +125.8% | -144.3% | -33.1% |
| All | -30.7% | +375.2% | -405.9% | -44.3% |
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