-31.2%
CIFR vs TT
+252.2%
-283.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.7% | -0.6% | -0.3% |
| 7D | -0.7% | +1.7% | -2.5% | -1.1% |
| 30D | -49.6% | -11.8% | -37.8% | -42.7% |
| 3M | -60.4% | -12.6% | -47.8% | -54.4% |
| 6M | -66.9% | -9.4% | -57.5% | -63.2% |
| YTD | -53.9% | +8.8% | -62.7% | -56.1% |
| 1Y | -67.1% | -2.5% | -64.6% | -65.5% |
| 3Y | +118.3% | +95.7% | +22.6% | +39.2% |
| 5Y | -26.9% | +135.7% | -162.6% | -62.9% |
| All | -31.2% | +252.2% | -283.5% | -66.9% |
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