-43.4%
CIFR vs TOST
-46.9%
+3.4%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.5% | -7.5% | -5.6% |
| 7D | +4.8% | 0.0% | +4.8% | +4.6% |
| 30D | -31.0% | +16.2% | -47.2% | -36.5% |
| 3M | -58.7% | -1.5% | -57.2% | -59.3% |
| 6M | -67.7% | +55.3% | -123.0% | -75.3% |
| YTD | -53.5% | -2.3% | -51.2% | -56.7% |
| 1Y | -54.1% | -5.5% | -48.5% | -56.5% |
| 3Y | +138.2% | +151.1% | -12.9% | +45.2% |
| 5Y | -18.5% | -27.9% | +9.4% | -38.5% |
| All | -43.4% | -46.9% | +3.4% | -60.2% |
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