-31.2%
CIFR vs Z
-69.0%
+37.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.8% | +0.3% | +2.6% |
| 7D | -0.7% | -5.2% | +4.4% | +0.2% |
| 30D | -49.6% | +5.7% | -55.4% | -52.0% |
| 3M | -60.4% | -8.7% | -51.6% | -60.7% |
| 6M | -66.9% | -26.0% | -40.9% | -64.7% |
| YTD | -53.9% | -55.0% | +1.2% | -39.1% |
| 1Y | -67.1% | -58.0% | -9.1% | -54.9% |
| 3Y | +118.3% | -15.2% | +133.5% | +110.7% |
| 5Y | -26.9% | -53.8% | +27.0% | -22.1% |
| All | -31.2% | -69.0% | +37.8% | -24.8% |
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