-34.0%
CIFR vs A
+75.1%
-109.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -3.2% |
| 7D | -19.6% | +1.4% | -21.0% | -20.1% |
| 30D | -51.7% | +4.3% | -56.0% | -52.7% |
| 3M | -60.0% | +19.8% | -79.8% | -64.5% |
| 6M | -68.2% | +54.4% | -122.6% | -77.0% |
| YTD | -55.8% | +31.7% | -87.5% | -64.0% |
| 1Y | -66.8% | +22.4% | -89.2% | -71.5% |
| 3Y | +119.1% | +67.7% | +51.4% | +47.7% |
| 5Y | -25.3% | +15.7% | -41.0% | -34.9% |
| All | -34.0% | +75.1% | -109.1% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 all: compounded portfolio wealth divided by compounded A 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…
all analysis · Full analysis span regression · 6 months rolling