+148.3%
CIFR vs B
+165.5%
-17.3%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.7% | +2.4% |
| 7D | +28.8% | -6.2% | +35.0% | +33.6% |
| 30D | -36.9% | -6.6% | -30.3% | -35.0% |
| 3M | -60.0% | -7.9% | -52.1% | -58.2% |
| 6M | -64.4% | -16.8% | -47.6% | -60.9% |
| YTD | -51.6% | -11.7% | -39.9% | -48.3% |
| 1Y | -58.9% | +3.5% | -62.3% | -59.4% |
| All | +148.3% | +165.5% | -17.3% | +71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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