+138.2%
CIFR vs ALL
+117.7%
+20.5%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.4% | -3.9% |
| 7D | +4.8% | +5.0% | -0.2% | +7.9% |
| 30D | -31.0% | +13.3% | -44.3% | -25.5% |
| 3M | -58.7% | +3.2% | -61.9% | -56.9% |
| 6M | -67.7% | +25.3% | -93.0% | -64.1% |
| YTD | -53.5% | +30.5% | -84.0% | -47.9% |
| 1Y | -54.1% | +29.2% | -83.3% | -48.5% |
| 3Y | +138.2% | +119.1% | +19.1% | +519.3% |
| All | +138.2% | +117.7% | +20.5% | +519.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 3y: compounded portfolio wealth divided by compounded ALL 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…
3y analysis · Full analysis span regression · 6 months rolling