+37.5%
CIFR vs USAR
-18.7%
+56.2%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +10.8% | +7.1% | +15.9% |
| 7D | -10.2% | -14.5% | +4.3% | -7.3% |
| 30D | -55.0% | -37.8% | -17.2% | -50.9% |
| 3M | -64.1% | -52.8% | -11.3% | -59.3% |
| 6M | -70.1% | -71.2% | +1.1% | -63.9% |
| YTD | -55.7% | -30.9% | -24.8% | -50.5% |
| 1Y | -69.9% | -48.0% | -21.8% | -65.8% |
| 3Y | +68.7% | -19.7% | +88.4% | +89.0% |
| All | +37.5% | -18.7% | +56.2% | +57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling