-41.1%
CIFR vs TOST
-48.6%
+7.6%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +1.3% |
| 7D | +28.8% | -4.7% | +33.5% | +31.4% |
| 30D | -36.9% | +8.5% | -45.5% | -40.0% |
| 3M | -60.0% | -1.6% | -58.4% | -60.6% |
| 6M | -64.4% | +44.1% | -108.5% | -71.8% |
| YTD | -51.6% | -5.6% | -46.0% | -54.1% |
| 1Y | -58.9% | -12.6% | -46.3% | -59.4% |
| 3Y | +139.9% | +137.6% | +2.4% | +50.1% |
| 5Y | -15.1% | -30.4% | +15.3% | -34.9% |
| All | -41.1% | -48.6% | +7.6% | -57.8% |
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