-41.4%
CIFR vs TOST
-47.7%
+6.4%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -1.2% | +10.1% | +9.4% |
| 7D | +9.4% | -3.6% | +13.0% | +11.1% |
| 30D | -45.3% | +8.9% | -54.2% | -47.9% |
| 3M | -58.7% | -2.2% | -56.5% | -59.2% |
| 6M | -64.9% | +41.0% | -105.9% | -71.9% |
| YTD | -51.8% | -4.0% | -47.9% | -54.7% |
| 1Y | -61.9% | -9.6% | -52.3% | -63.0% |
| 3Y | +138.6% | +141.7% | -3.1% | +48.1% |
| 5Y | -13.0% | -29.5% | +16.5% | -33.7% |
| All | -41.4% | -47.7% | +6.4% | -58.4% |
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