-71.1%
CIFR vs USFR
+4.1%
-75.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | 0.0% | -20.0% | -20.0% |
| 7D | -26.7% | +0.1% | -26.8% | -24.3% |
| 30D | -58.0% | +0.4% | -58.4% | -52.4% |
| 3M | -68.1% | +1.1% | -69.2% | -50.7% |
| 6M | -63.7% | +2.0% | -65.7% | +0.5% |
| YTD | -56.0% | +3.4% | -59.3% | +75.3% |
| 1Y | -71.1% | +4.1% | -75.2% | -18.4% |
| All | -71.1% | +4.1% | -75.2% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 1y: compounded portfolio wealth divided by compounded USFR 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…
1y analysis · Full analysis span regression · 6 months rolling