-30.7%
CIFR vs TER
+191.0%
-221.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.4% | +1.3% | -0.1% |
| 7D | +4.8% | +14.4% | -9.5% | -5.6% |
| 30D | -31.0% | -30.6% | -0.4% | -8.7% |
| 3M | -58.7% | -39.2% | -19.5% | -39.9% |
| 6M | -67.7% | -31.3% | -36.4% | -57.9% |
| YTD | -53.5% | +29.1% | -82.6% | -62.2% |
| 1Y | -54.1% | +47.4% | -101.5% | -66.0% |
| 3Y | +138.2% | +191.2% | -53.0% | +5.2% |
| 5Y | -18.5% | +74.0% | -92.5% | -54.8% |
| All | -30.7% | +191.0% | -221.7% | -63.4% |
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