+87.0%
CIFR vs Z
-67.3%
+154.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -6.4% | +10.8% | +7.1% |
| 7D | +26.7% | -3.3% | +30.0% | +28.3% |
| 30D | +7.7% | -3.7% | +11.5% | +7.9% |
| 3M | -23.8% | -7.0% | -16.8% | -24.4% |
| 6M | +35.9% | -29.5% | +65.4% | +52.3% |
| YTD | +25.4% | -52.6% | +78.0% | +66.9% |
| 1Y | +139.8% | -64.0% | +203.8% | +260.0% |
| 3Y | +515.0% | -36.4% | +551.4% | +595.3% |
| 5Y | +52.1% | -65.8% | +117.8% | +62.8% |
| All | +87.0% | -67.3% | +154.2% | +106.3% |
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