+43.1%
CIFR vs USAR
-13.4%
+56.5%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.5% | -2.5% | +2.9% |
| 7D | -0.7% | -1.1% | +0.3% | -0.1% |
| 30D | -49.6% | -30.3% | -19.4% | -46.1% |
| 3M | -60.4% | -54.7% | -5.7% | -54.8% |
| 6M | -66.9% | -67.5% | +0.6% | -60.7% |
| YTD | -53.9% | -26.4% | -27.5% | -49.1% |
| 1Y | -67.1% | -49.5% | -17.5% | -62.9% |
| 3Y | +118.3% | -14.5% | +132.7% | +140.8% |
| All | +43.1% | -13.4% | +56.5% | +62.2% |
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