+79.2%
CIFR vs USFR
+20.4%
+58.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +16.9% | +0.1% | +16.9% | +16.7% |
| 30D | -5.2% | +0.3% | -5.5% | -6.0% |
| 3M | -30.6% | +1.0% | -31.6% | -32.8% |
| 6M | +10.6% | +1.9% | +8.7% | +2.7% |
| YTD | +20.2% | +2.6% | +17.6% | +7.2% |
| 1Y | +139.7% | +4.0% | +135.7% | +97.0% |
| 3Y | +489.4% | +14.1% | +475.3% | +250.6% |
| 5Y | +54.4% | +20.4% | +34.0% | -7.7% |
| All | +79.2% | +20.4% | +58.8% | +7.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling