-21.0%
CIFR vs ALL
+161.6%
-182.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.4% | -4.0% |
| 7D | +4.8% | +5.0% | -0.2% | +6.2% |
| 30D | -31.0% | +13.3% | -44.3% | -28.6% |
| 3M | -58.7% | +3.2% | -61.9% | -57.9% |
| 6M | -67.7% | +25.3% | -93.0% | -66.4% |
| YTD | -53.5% | +30.5% | -84.0% | -51.7% |
| 1Y | -54.1% | +29.2% | -83.3% | -52.2% |
| 3Y | +138.2% | +119.1% | +19.1% | +140.6% |
| All | -21.0% | +161.6% | -182.6% | -11.7% |
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