-28.2%
CIFR vs U
-44.7%
+16.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -1.4% | +10.3% | +9.5% |
| 7D | +9.4% | +16.9% | -7.5% | +0.4% |
| 30D | -45.3% | +6.4% | -51.7% | -47.6% |
| 3M | -58.7% | +13.2% | -71.9% | -61.9% |
| 6M | -64.9% | +84.8% | -149.7% | -74.7% |
| YTD | -51.8% | +12.4% | -64.2% | -58.9% |
| 1Y | -61.9% | +19.8% | -81.7% | -68.3% |
| 3Y | +138.6% | +83.8% | +54.8% | +56.7% |
| 5Y | -13.0% | -72.7% | +59.8% | -21.8% |
| All | -28.2% | -44.7% | +16.5% | -37.2% |
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