-30.7%
CIFR vs Z
-69.8%
+39.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.5% | -7.5% | -5.4% |
| 7D | +4.8% | +0.8% | +4.0% | +4.4% |
| 30D | -31.0% | +5.2% | -36.2% | -34.2% |
| 3M | -58.7% | -17.0% | -41.7% | -57.2% |
| 6M | -67.7% | -22.7% | -45.0% | -66.3% |
| YTD | -53.5% | -56.3% | +2.8% | -38.0% |
| 1Y | -54.1% | -57.7% | +3.6% | -37.6% |
| 3Y | +138.2% | -16.5% | +154.7% | +131.2% |
| 5Y | -18.5% | -53.4% | +34.9% | -12.2% |
| All | -30.7% | -69.8% | +39.1% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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