-33.9%
CIFR vs B
+76.0%
-109.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +0.5% | +17.4% | +17.7% |
| 7D | -10.2% | +9.6% | -19.8% | -15.4% |
| 30D | -55.0% | +3.5% | -58.6% | -56.1% |
| 3M | -64.1% | -1.6% | -62.5% | -64.0% |
| 6M | -70.1% | -1.7% | -68.5% | -70.3% |
| YTD | -55.7% | -5.3% | -50.3% | -54.6% |
| 1Y | -69.9% | +27.2% | -97.1% | -72.5% |
| 3Y | +68.7% | +166.1% | -97.4% | +17.4% |
| 5Y | -26.2% | +136.5% | -162.7% | -48.6% |
| All | -33.9% | +76.0% | -109.9% | -53.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling