-54.1%
CIFR vs BABA
-41.9%
-12.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | +4.8% | -13.8% | +18.6% | +14.7% |
| 30D | -31.0% | -15.1% | -15.9% | -23.9% |
| 3M | -58.7% | -22.7% | -36.0% | -51.3% |
| 6M | -67.7% | -34.7% | -33.0% | -56.0% |
| YTD | -53.5% | -35.0% | -18.5% | -37.4% |
| 1Y | -54.1% | -40.4% | -13.6% | -32.0% |
| All | -54.1% | -41.9% | -12.1% | -32.0% |
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