+70.2%
CIFR vs ZBRA
+19.5%
+50.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.8% | +3.9% | +4.5% |
| 7D | -5.0% | -3.4% | -1.6% | -2.7% |
| 30D | -5.7% | -7.4% | +1.7% | -0.5% |
| 3M | -25.5% | +57.5% | -83.1% | -51.8% |
| 6M | +19.4% | +64.0% | -44.6% | -25.1% |
| YTD | +14.2% | +44.3% | -30.1% | -22.4% |
| 1Y | +69.0% | +10.9% | +58.1% | +41.7% |
| 3Y | +503.9% | +37.5% | +466.4% | +334.6% |
| 5Y | +27.7% | -39.7% | +67.3% | +35.7% |
| All | +70.2% | +19.5% | +50.7% | +75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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