+52.1%
CIFR vs USFR
+20.5%
+31.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | +26.7% | +0.1% | +26.6% | +26.6% |
| 30D | +7.7% | +0.3% | +7.4% | +7.2% |
| 3M | -23.8% | +1.0% | -24.8% | -25.1% |
| 6M | +35.9% | +1.9% | +34.0% | +29.7% |
| YTD | +25.4% | +2.7% | +22.8% | +15.3% |
| 1Y | +139.8% | +4.0% | +135.7% | +105.0% |
| 3Y | +515.0% | +14.0% | +500.9% | +322.7% |
| 5Y | +52.1% | +20.4% | +31.7% | +34.3% |
| All | +52.1% | +20.5% | +31.6% | +34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling