-34.3%
CIFR vs USB
+99.7%
-134.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +1.9% | -21.9% | -21.2% |
| 7D | -26.7% | +2.4% | -29.1% | -28.2% |
| 30D | -58.0% | +6.6% | -64.6% | -60.0% |
| 3M | -68.1% | -4.1% | -64.0% | -67.6% |
| 6M | -63.7% | +12.5% | -76.1% | -67.1% |
| YTD | -56.0% | +17.6% | -73.6% | -61.1% |
| 1Y | -71.1% | +36.5% | -107.6% | -77.0% |
| 3Y | +58.5% | +95.4% | -36.9% | +14.2% |
| 5Y | -23.6% | +26.1% | -49.8% | -38.6% |
| All | -34.3% | +99.7% | -134.0% | -47.9% |
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