-27.8%
CIFR vs U
-44.1%
+16.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.1% |
| 7D | +28.8% | +2.8% | +26.0% | +27.6% |
| 30D | -36.9% | +7.6% | -44.6% | -39.9% |
| 3M | -60.0% | +12.7% | -72.7% | -63.0% |
| 6M | -64.4% | +87.0% | -151.3% | -74.5% |
| YTD | -51.6% | +13.6% | -65.2% | -58.9% |
| 1Y | -58.9% | +25.3% | -84.2% | -66.5% |
| 3Y | +139.9% | +85.8% | +54.1% | +56.9% |
| 5Y | -15.1% | -74.5% | +59.4% | -23.8% |
| All | -27.8% | -44.1% | +16.4% | -37.1% |
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