+61.0%
CIFR vs TRU
-7.3%
+68.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.1% | -5.6% | -5.6% |
| 7D | -8.2% | -9.4% | +1.2% | -3.2% |
| 30D | -7.4% | -4.1% | -3.3% | -5.7% |
| 3M | -24.2% | +13.6% | -37.7% | -33.6% |
| 6M | +14.2% | +3.6% | +10.6% | +4.5% |
| YTD | +8.0% | -9.8% | +17.8% | +5.9% |
| 1Y | +55.5% | -13.6% | +69.2% | +55.7% |
| 3Y | +429.6% | -2.0% | +431.5% | +391.9% |
| 5Y | +20.8% | -35.8% | +56.6% | +37.5% |
| All | +61.0% | -7.3% | +68.3% | +77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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