+79.2%
CIFR vs TER
+316.4%
-237.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.5% | -3.4% | -1.8% |
| 7D | +16.9% | +0.6% | +16.3% | +16.3% |
| 30D | -5.2% | -8.3% | +3.1% | +1.4% |
| 3M | -30.6% | -12.2% | -18.4% | -25.1% |
| 6M | +10.6% | +17.1% | -6.5% | -5.3% |
| YTD | +20.2% | +84.7% | -64.5% | -25.3% |
| 1Y | +139.7% | +199.9% | -60.2% | +3.4% |
| 3Y | +489.4% | +232.8% | +256.6% | +130.3% |
| 5Y | +54.4% | +198.6% | -144.2% | -36.1% |
| All | +79.2% | +316.4% | -237.2% | -27.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling