+70.7%
CIFR vs U
-52.6%
+123.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.5% | -8.2% | -8.5% |
| 7D | +11.3% | +4.4% | +7.0% | +9.4% |
| 30D | +3.5% | -1.3% | +4.8% | +3.7% |
| 3M | -26.6% | +49.6% | -76.2% | -40.2% |
| 6M | +18.1% | +100.2% | -82.1% | -18.1% |
| YTD | +14.5% | -3.7% | +18.2% | +7.0% |
| 1Y | +83.3% | -6.5% | +89.8% | +73.2% |
| 3Y | +461.5% | +12.9% | +448.6% | +360.1% |
| 5Y | +29.3% | -68.3% | +97.6% | +25.9% |
| All | +70.7% | -52.6% | +123.4% | +63.5% |
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