-30.7%
CIFR vs TRV
+292.6%
-323.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | +4.8% | +2.0% | +2.8% | +5.2% |
| 30D | -31.0% | +6.7% | -37.7% | -30.2% |
| 3M | -58.7% | +9.4% | -68.1% | -58.1% |
| 6M | -67.7% | +37.7% | -105.4% | -66.9% |
| YTD | -53.5% | +40.6% | -94.1% | -52.4% |
| 1Y | -54.1% | +42.4% | -96.5% | -53.0% |
| 3Y | +138.2% | +148.1% | -9.9% | +158.1% |
| 5Y | -18.5% | +181.7% | -200.2% | -13.5% |
| All | -30.7% | +292.6% | -323.3% | -27.6% |
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