+68.7%
CIFR vs TER
+150.3%
-81.6%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +2.6% | +15.4% | +15.9% |
| 7D | -10.2% | -20.5% | +10.2% | +8.9% |
| 30D | -55.0% | -47.0% | -8.0% | -25.5% |
| 3M | -64.1% | -43.3% | -20.8% | -43.6% |
| 6M | -70.1% | -42.9% | -27.2% | -54.8% |
| YTD | -55.7% | +12.9% | -68.5% | -60.5% |
| 1Y | -69.9% | +18.2% | -88.0% | -74.0% |
| 3Y | +68.7% | +151.8% | -83.1% | -15.3% |
| All | +68.7% | +150.3% | -81.6% | -15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling