+61.0%
CIFR vs TENB
-14.2%
+75.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -4.9% | -0.8% | -3.5% |
| 7D | -8.2% | -7.1% | -1.1% | -5.1% |
| 30D | -7.4% | -15.4% | +8.0% | -2.0% |
| 3M | -24.2% | +19.5% | -43.7% | -35.0% |
| 6M | +14.2% | +54.8% | -40.6% | -18.0% |
| YTD | +8.0% | +36.1% | -28.1% | -18.0% |
| 1Y | +55.5% | +7.0% | +48.5% | +36.6% |
| 3Y | +429.6% | -27.6% | +457.1% | +473.7% |
| 5Y | +20.8% | -30.5% | +51.2% | +30.7% |
| All | +61.0% | -14.2% | +75.2% | +70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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