-34.0%
CIFR vs BABA
-64.5%
+30.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.5% | -1.6% | -2.9% |
| 7D | -19.6% | +2.4% | -21.9% | -21.2% |
| 30D | -51.7% | -7.8% | -43.9% | -50.2% |
| 3M | -60.0% | -22.4% | -37.6% | -55.4% |
| 6M | -68.2% | -26.0% | -42.2% | -63.8% |
| YTD | -55.8% | -29.3% | -26.5% | -48.3% |
| 1Y | -66.8% | -37.5% | -29.3% | -58.9% |
| 3Y | +119.1% | +31.9% | +87.2% | +92.4% |
| 5Y | -25.3% | -33.4% | +8.1% | -30.4% |
| All | -34.0% | -64.5% | +30.5% | -35.0% |
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