+44.1%
CIFR vs USAR
-19.4%
+63.5%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.1% | -5.2% | -4.3% |
| 7D | +4.8% | -0.8% | +5.6% | +5.0% |
| 30D | -31.0% | -20.9% | -10.1% | -27.7% |
| 3M | -58.7% | -56.2% | -2.6% | -52.6% |
| 6M | -67.7% | -67.9% | +0.2% | -61.5% |
| YTD | -53.5% | -31.4% | -22.1% | -48.0% |
| 1Y | -54.1% | -45.1% | -9.0% | -47.9% |
| 3Y | +138.2% | -20.3% | +158.5% | +166.2% |
| All | +44.1% | -19.4% | +63.5% | +65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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