+70.2%
CIFR vs TGT
+12.0%
+58.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.1% | +5.6% | +5.7% |
| 7D | -5.0% | -5.2% | +0.2% | -2.2% |
| 30D | -5.7% | +1.2% | -6.9% | -7.0% |
| 3M | -25.5% | +18.4% | -43.9% | -33.5% |
| 6M | +19.4% | +33.4% | -14.0% | -0.3% |
| YTD | +14.2% | +63.8% | -49.6% | -15.8% |
| 1Y | +69.0% | +77.2% | -8.2% | +18.4% |
| 3Y | +503.9% | +41.8% | +462.2% | +346.8% |
| 5Y | +27.7% | -25.5% | +53.2% | +30.2% |
| All | +70.2% | +12.0% | +58.2% | +63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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