+70.7%
CIFR vs USFR
+20.5%
+50.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | 0.0% | -8.7% | -8.7% |
| 7D | +11.3% | +0.1% | +11.3% | +11.1% |
| 30D | +3.5% | +0.3% | +3.2% | +2.6% |
| 3M | -26.6% | +1.0% | -27.6% | -28.9% |
| 6M | +18.1% | +1.9% | +16.2% | +9.8% |
| YTD | +14.5% | +2.7% | +11.8% | +2.1% |
| 1Y | +83.3% | +4.0% | +79.3% | +51.0% |
| 3Y | +461.5% | +14.0% | +447.4% | +234.7% |
| 5Y | +29.3% | +20.4% | +8.9% | -22.5% |
| All | +70.7% | +20.5% | +50.3% | +2.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling