+61.0%
CIFR vs TRI
+30.5%
+30.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.3% | -4.4% | -5.5% |
| 7D | -8.2% | -14.4% | +6.1% | -6.0% |
| 30D | -7.4% | -8.1% | +0.7% | -6.4% |
| 3M | -24.2% | +17.5% | -41.7% | -31.2% |
| 6M | +14.2% | -5.0% | +19.1% | +11.9% |
| YTD | +8.0% | -24.7% | +32.7% | +21.4% |
| 1Y | +55.5% | -41.5% | +97.0% | +112.9% |
| 3Y | +429.6% | -20.3% | +449.9% | +419.8% |
| 5Y | +20.8% | -10.9% | +31.7% | -4.8% |
| All | +61.0% | +30.5% | +30.6% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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