+61.0%
CIFR vs ZCMD
-100.0%
+161.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.7% | -4.0% | -5.6% |
| 7D | -8.2% | -2.0% | -6.2% | -8.2% |
| 30D | -7.4% | -19.8% | +12.4% | -6.8% |
| 3M | -24.2% | -62.1% | +37.9% | -26.1% |
| 6M | +14.2% | -99.5% | +113.7% | +19.0% |
| YTD | +8.0% | -99.7% | +107.7% | +13.7% |
| 1Y | +55.5% | -99.9% | +155.4% | +65.1% |
| 3Y | +429.6% | -100.0% | +529.6% | +499.6% |
| 5Y | +20.8% | -100.0% | +120.8% | +40.0% |
| All | +61.0% | -100.0% | +161.0% | +86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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