-30.7%
CIFR vs ZS
+25.8%
-56.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -3.9% |
| 7D | +4.8% | -2.6% | +7.4% | +6.0% |
| 30D | -31.0% | -12.8% | -18.2% | -27.0% |
| 3M | -58.7% | +2.3% | -61.0% | -60.1% |
| 6M | -67.7% | +26.3% | -94.0% | -74.4% |
| YTD | -53.5% | -14.4% | -39.1% | -56.5% |
| 1Y | -54.1% | -37.6% | -16.4% | -49.2% |
| 3Y | +138.2% | +8.0% | +130.2% | +96.9% |
| 5Y | -18.5% | -44.9% | +26.3% | -27.2% |
| All | -30.7% | +25.8% | -56.5% | -40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 ZS 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