+46.2%
CIFR vs TOST
-48.0%
+94.2%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.1% | +2.1% |
| 7D | +16.9% | -3.4% | +20.4% | +18.8% |
| 30D | -5.2% | -2.4% | -2.7% | -5.1% |
| 3M | -30.6% | +34.6% | -65.2% | -41.8% |
| 6M | +10.6% | +15.2% | -4.6% | -2.2% |
| YTD | +20.2% | -4.4% | +24.6% | +14.9% |
| 1Y | +139.7% | -17.4% | +157.1% | +145.7% |
| 3Y | +489.4% | +54.5% | +434.9% | +345.4% |
| All | +46.2% | -48.0% | +94.2% | +5.5% |
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