-30.7%
CIFR vs ZBH
-22.0%
-8.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -3.8% |
| 7D | +4.8% | -2.3% | +7.1% | +5.4% |
| 30D | -31.0% | +12.5% | -43.5% | -33.9% |
| 3M | -58.7% | +3.9% | -62.7% | -59.7% |
| 6M | -67.7% | +25.4% | -93.1% | -71.2% |
| YTD | -53.5% | +15.7% | -69.2% | -57.2% |
| 1Y | -54.1% | +15.2% | -69.2% | -57.7% |
| 3Y | +138.2% | +0.3% | +137.9% | +122.3% |
| 5Y | -18.5% | -16.1% | -2.5% | -18.4% |
| All | -30.7% | -22.0% | -8.7% | -29.6% |
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