-46.0%
CIFR vs TOST
-46.9%
+0.8%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -1.4% | +19.3% | +18.6% |
| 7D | -10.2% | +9.4% | -19.7% | -14.7% |
| 30D | -55.0% | +13.5% | -68.5% | -58.0% |
| 3M | -64.1% | -0.1% | -63.9% | -64.9% |
| 6M | -70.1% | +22.5% | -92.6% | -74.5% |
| YTD | -55.7% | -2.4% | -53.3% | -58.6% |
| 1Y | -69.9% | -4.7% | -65.2% | -71.5% |
| 3Y | +68.7% | +103.2% | -34.5% | +12.7% |
| 5Y | -26.2% | -41.2% | +15.0% | -42.3% |
| All | -46.0% | -46.9% | +0.8% | -62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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