-31.2%
CIFR vs U
-42.7%
+11.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.2% | +4.1% |
| 7D | -0.7% | +32.3% | -33.0% | -14.2% |
| 30D | -49.6% | +9.7% | -59.3% | -52.4% |
| 3M | -60.4% | +19.6% | -80.0% | -64.3% |
| 6M | -66.9% | +82.6% | -149.5% | -76.0% |
| YTD | -53.9% | +16.4% | -70.3% | -61.2% |
| 1Y | -67.1% | +28.5% | -95.6% | -73.5% |
| 3Y | +118.3% | +103.8% | +14.5% | +36.9% |
| 5Y | -26.9% | -70.0% | +43.2% | -35.4% |
| All | -31.2% | -42.7% | +11.5% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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