-31.2%
CIFR vs BABA
-63.6%
+32.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.7% | +7.8% | +5.8% |
| 7D | -0.7% | +3.8% | -4.6% | -3.5% |
| 30D | -49.6% | -5.4% | -44.3% | -48.7% |
| 3M | -60.4% | -17.9% | -42.4% | -57.0% |
| 6M | -66.9% | -24.1% | -42.8% | -62.8% |
| YTD | -53.9% | -27.4% | -26.4% | -46.8% |
| 1Y | -67.1% | -36.1% | -31.0% | -59.7% |
| 3Y | +118.3% | +35.4% | +82.9% | +89.2% |
| 5Y | -26.9% | -30.1% | +3.2% | -32.8% |
| All | -31.2% | -63.6% | +32.4% | -33.0% |
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 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