+29.3%
CIFR vs ZCMD
-100.0%
+129.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +4.0% | -12.7% | -8.8% |
| 7D | +11.3% | -4.1% | +15.5% | +11.5% |
| 30D | +3.5% | -22.7% | +26.2% | +4.2% |
| 3M | -26.6% | -62.5% | +35.9% | -28.5% |
| 6M | +18.1% | -99.5% | +117.6% | +21.8% |
| YTD | +14.5% | -99.7% | +114.2% | +19.2% |
| 1Y | +83.3% | -99.9% | +183.2% | +91.6% |
| 3Y | +461.5% | -100.0% | +561.5% | +524.2% |
| 5Y | +29.3% | -100.0% | +129.3% | +49.2% |
| All | +29.3% | -100.0% | +129.3% | +49.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling