+61.0%
CIFR vs ZBH
-30.3%
+91.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.3% | -3.4% | -4.9% |
| 7D | -8.2% | -6.6% | -1.7% | -6.3% |
| 30D | -7.4% | -4.9% | -2.5% | -6.3% |
| 3M | -24.2% | +5.1% | -29.3% | -27.2% |
| 6M | +14.2% | +1.3% | +12.8% | +11.1% |
| YTD | +8.0% | +3.4% | +4.6% | +3.8% |
| 1Y | +55.5% | -8.7% | +64.2% | +55.1% |
| 3Y | +429.6% | -21.2% | +450.8% | +458.7% |
| 5Y | +20.8% | -29.2% | +50.0% | +28.5% |
| All | +61.0% | -30.3% | +91.3% | +70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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