+241.4%
CIFR vs TEM
+53.2%
+188.2%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -4.7% | -4.0% | -7.0% |
| 7D | +11.3% | -1.1% | +12.4% | +12.0% |
| 30D | +3.5% | +11.3% | -7.8% | -1.6% |
| 3M | -26.6% | +25.5% | -52.2% | -34.4% |
| 6M | +18.1% | +17.1% | +1.0% | +6.6% |
| YTD | +14.5% | +3.8% | +10.7% | +8.0% |
| 1Y | +83.3% | -24.4% | +107.7% | +93.1% |
| All | +241.4% | +53.2% | +188.2% | +204.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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