+43.0%
CIFR vs TOST
+99.4%
-56.4%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | -0.6% | -14.0% | -14.3% |
| 7D | -31.5% | +11.6% | -43.1% | -36.0% |
| 30D | -64.2% | +16.2% | -80.4% | -67.3% |
| 3M | -70.3% | +1.0% | -71.4% | -71.3% |
| 6M | -74.9% | +23.2% | -98.1% | -79.4% |
| YTD | -62.4% | -1.0% | -61.4% | -65.2% |
| 1Y | -77.5% | -9.9% | -67.6% | -77.6% |
| All | +43.0% | +99.4% | -56.4% | -31.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling