-29.5%
CIFR vs ALL
+143.1%
-172.5%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -4.5% | +22.4% | +16.8% |
| 7D | -10.2% | -1.9% | -8.3% | -10.4% |
| 30D | -55.0% | +13.8% | -68.8% | -53.7% |
| 3M | -64.1% | -7.0% | -57.1% | -64.1% |
| 6M | -70.1% | +18.0% | -88.2% | -69.4% |
| YTD | -55.7% | +24.2% | -79.9% | -54.5% |
| 1Y | -69.9% | +31.2% | -101.0% | -69.3% |
| 3Y | +68.7% | +107.5% | -38.8% | +68.0% |
| All | -29.5% | +143.1% | -172.5% | -24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling