-31.2%
CIFR vs TER
+186.9%
-218.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +12.7% | -8.7% | -5.3% |
| 7D | -0.7% | -5.8% | +5.0% | +4.8% |
| 30D | -49.6% | -38.9% | -10.7% | -26.7% |
| 3M | -60.4% | -35.1% | -25.2% | -45.0% |
| 6M | -66.9% | -31.6% | -35.3% | -56.7% |
| YTD | -53.9% | +27.2% | -81.1% | -62.1% |
| 1Y | -67.1% | +35.2% | -102.3% | -74.1% |
| 3Y | +118.3% | +192.8% | -74.5% | -4.1% |
| 5Y | -26.9% | +72.4% | -99.3% | -59.0% |
| All | -31.2% | +186.9% | -218.1% | -63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 TER 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