+28.0%
CIFR vs TRI
-10.0%
+38.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.9% | -6.8% | -8.4% |
| 7D | +11.3% | -8.4% | +19.7% | +13.1% |
| 30D | +3.5% | -6.5% | +10.0% | +4.4% |
| 3M | -26.6% | +18.6% | -45.2% | -34.4% |
| 6M | +18.1% | -10.4% | +28.5% | +21.2% |
| YTD | +14.5% | -23.7% | +38.2% | +31.9% |
| 1Y | +83.3% | -42.5% | +125.8% | +176.0% |
| 3Y | +461.5% | -19.3% | +480.7% | +405.5% |
| All | +28.0% | -10.0% | +38.0% | -19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling