-33.9%
CIFR vs TT
+236.5%
-270.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +2.4% | +15.6% | +15.7% |
| 7D | -10.2% | -2.0% | -8.2% | -7.4% |
| 30D | -55.0% | -14.0% | -41.0% | -47.7% |
| 3M | -64.1% | -15.9% | -48.2% | -57.2% |
| 6M | -70.1% | -17.3% | -52.8% | -63.9% |
| YTD | -55.7% | +4.0% | -59.6% | -56.0% |
| 1Y | -69.9% | -7.1% | -62.7% | -66.9% |
| 3Y | +68.7% | +90.2% | -21.6% | +10.8% |
| 5Y | -26.2% | +131.1% | -157.3% | -61.2% |
| All | -33.9% | +236.5% | -270.4% | -66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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