-30.7%
CIFR vs BABA
-67.4%
+36.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | +4.8% | -13.8% | +18.6% | +12.0% |
| 30D | -31.0% | -15.1% | -15.9% | -26.2% |
| 3M | -58.7% | -22.7% | -36.0% | -54.0% |
| 6M | -67.7% | -34.7% | -33.0% | -61.1% |
| YTD | -53.5% | -35.0% | -18.5% | -43.6% |
| 1Y | -54.1% | -40.4% | -13.6% | -41.9% |
| 3Y | +138.2% | +21.9% | +116.3% | +116.6% |
| 5Y | -18.5% | -39.9% | +21.3% | -21.2% |
| All | -30.7% | -67.4% | +36.7% | -29.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling