-26.9%
CIFR vs TOST
-40.0%
+13.1%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.8% | +3.9% |
| 7D | -0.7% | +4.0% | -4.8% | -3.3% |
| 30D | -49.6% | +11.1% | -60.7% | -52.6% |
| 3M | -60.4% | +0.8% | -61.2% | -61.5% |
| 6M | -66.9% | +38.8% | -105.7% | -73.4% |
| YTD | -53.9% | -2.1% | -51.8% | -57.1% |
| 1Y | -67.1% | -6.0% | -61.1% | -68.7% |
| 3Y | +118.3% | +149.8% | -31.5% | +30.2% |
| 5Y | -26.9% | -42.8% | +15.9% | -45.9% |
| All | -26.9% | -40.0% | +13.1% | -45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling