+61.0%
CIFR vs TRV
+257.8%
-196.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.5% | -6.2% | -5.6% |
| 7D | -8.2% | -1.5% | -6.8% | -8.4% |
| 30D | -7.4% | -1.8% | -5.6% | -7.5% |
| 3M | -24.2% | +21.6% | -45.7% | -23.5% |
| 6M | +14.2% | +22.5% | -8.3% | +15.3% |
| YTD | +8.0% | +28.1% | -20.2% | +9.0% |
| 1Y | +55.5% | +37.0% | +18.5% | +56.2% |
| 3Y | +429.6% | +141.9% | +287.7% | +473.5% |
| 5Y | +20.8% | +158.5% | -137.7% | +26.3% |
| All | +61.0% | +257.8% | -196.8% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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