-33.9%
CIFR vs USB
+94.5%
-128.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -0.5% | +18.4% | +18.2% |
| 7D | -10.2% | 0.0% | -10.2% | -10.5% |
| 30D | -55.0% | +5.8% | -60.9% | -57.0% |
| 3M | -64.1% | -6.0% | -58.1% | -62.9% |
| 6M | -70.1% | +7.8% | -77.9% | -72.1% |
| YTD | -55.7% | +14.6% | -70.2% | -60.1% |
| 1Y | -69.9% | +31.8% | -101.6% | -75.4% |
| 3Y | +68.7% | +91.5% | -22.8% | +23.5% |
| 5Y | -26.2% | +22.0% | -48.3% | -39.6% |
| All | -33.9% | +94.5% | -128.4% | -46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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