-29.5%
CIFR vs BABA
-28.1%
-1.4%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +1.3% | +16.7% | +17.2% |
| 7D | -10.2% | +11.6% | -21.9% | -16.4% |
| 30D | -55.0% | +2.3% | -57.3% | -56.0% |
| 3M | -64.1% | -13.7% | -50.4% | -61.7% |
| 6M | -70.1% | -21.9% | -48.2% | -66.4% |
| YTD | -55.7% | -24.6% | -31.0% | -49.0% |
| 1Y | -69.9% | -34.1% | -35.8% | -62.7% |
| 3Y | +68.7% | +36.3% | +32.4% | +40.3% |
| All | -29.5% | -28.1% | -1.4% | -44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling