+70.2%
CIFR vs YUM
+61.0%
+9.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.1% | +7.8% | +6.6% |
| 7D | -5.0% | -6.1% | +1.0% | -2.5% |
| 30D | -5.7% | -5.8% | +0.1% | -3.6% |
| 3M | -25.5% | -7.6% | -17.9% | -23.7% |
| 6M | +19.4% | -9.1% | +28.6% | +23.1% |
| YTD | +14.2% | -5.5% | +19.7% | +14.8% |
| 1Y | +69.0% | -3.7% | +72.7% | +67.0% |
| 3Y | +503.9% | +17.8% | +486.1% | +425.9% |
| 5Y | +27.7% | +19.3% | +8.4% | +5.4% |
| All | +70.2% | +61.0% | +9.2% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside YUM.
Daily Out/Under-Performance
Portfolio return minus YUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × YUM 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 YUM 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