+79.2%
CIFR vs USB
+105.4%
-26.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.3% |
| 7D | +16.9% | +1.4% | +15.5% | +16.0% |
| 30D | -5.2% | -1.3% | -3.9% | -4.4% |
| 3M | -30.6% | +15.2% | -45.8% | -37.3% |
| 6M | +10.6% | +18.8% | -8.2% | -1.7% |
| YTD | +20.2% | +21.0% | -0.8% | +5.2% |
| 1Y | +139.7% | +34.0% | +105.7% | +96.0% |
| 3Y | +489.4% | +95.3% | +394.1% | +323.1% |
| 5Y | +54.4% | +40.4% | +14.0% | +23.2% |
| All | +79.2% | +105.4% | -26.2% | +41.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling