-71.1%
CIFR vs BABA
-34.7%
-36.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +4.9% | -24.9% | -23.2% |
| 7D | -26.7% | +4.3% | -31.0% | -29.5% |
| 30D | -58.0% | -5.0% | -53.0% | -56.6% |
| 3M | -68.1% | -18.4% | -49.7% | -63.3% |
| 6M | -63.7% | -20.3% | -43.4% | -57.7% |
| YTD | -56.0% | -27.5% | -28.5% | -44.7% |
| 1Y | -71.1% | -35.3% | -35.8% | -60.0% |
| All | -71.1% | -34.7% | -36.5% | -60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BABA.
Daily Out/Under-Performance
Portfolio return minus BABA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BABA 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 1y: compounded portfolio wealth divided by compounded BABA 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…
1y analysis · Full analysis span regression · 6 months rolling