+515.0%
CIFR vs USFR
+14.0%
+500.9%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | +26.7% | +0.1% | +26.6% | +26.7% |
| 30D | +7.7% | +0.3% | +7.4% | +7.5% |
| 3M | -23.8% | +1.0% | -24.8% | -24.3% |
| 6M | +35.9% | +1.9% | +34.0% | +30.4% |
| YTD | +25.4% | +2.7% | +22.8% | +13.6% |
| 1Y | +139.8% | +4.0% | +135.7% | +94.1% |
| 3Y | +515.0% | +14.0% | +500.9% | +255.2% |
| All | +515.0% | +14.0% | +500.9% | +255.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling