+146.9%
CIFR vs BABA
+30.4%
+116.5%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -1.2% | +10.1% | +9.6% |
| 7D | +9.4% | -3.6% | +13.0% | +11.3% |
| 30D | -45.3% | -8.4% | -36.9% | -43.0% |
| 3M | -58.7% | -20.6% | -38.1% | -53.2% |
| 6M | -64.9% | -25.4% | -39.6% | -59.0% |
| YTD | -51.8% | -30.1% | -21.7% | -41.3% |
| 1Y | -61.9% | -36.3% | -25.6% | -51.0% |
| All | +146.9% | +30.4% | +116.5% | +114.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling