+87.0%
CIFR vs TER
+333.9%
-246.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.2% | +0.1% | +1.3% |
| 7D | +26.7% | +11.0% | +15.7% | +17.4% |
| 30D | +7.7% | -1.9% | +9.6% | +9.8% |
| 3M | -23.8% | -0.7% | -23.1% | -24.8% |
| 6M | +35.9% | +36.4% | -0.5% | +4.4% |
| YTD | +25.4% | +92.4% | -67.0% | -24.3% |
| 1Y | +139.8% | +213.5% | -73.8% | +0.2% |
| 3Y | +515.0% | +277.2% | +237.7% | +121.3% |
| 5Y | +52.1% | +219.1% | -167.0% | -39.0% |
| All | +87.0% | +333.9% | -246.9% | -26.7% |
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