-43.9%
CIFR vs BABA
-62.7%
+18.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | +2.6% | -17.3% | -15.9% |
| 7D | -31.5% | +8.6% | -40.1% | -34.8% |
| 30D | -64.2% | -1.1% | -63.1% | -64.3% |
| 3M | -70.3% | -15.9% | -54.4% | -68.2% |
| 6M | -74.9% | -17.5% | -57.3% | -72.9% |
| YTD | -62.4% | -25.6% | -36.8% | -57.1% |
| 1Y | -77.5% | -33.8% | -43.7% | -73.0% |
| 3Y | +35.4% | +34.6% | +0.8% | +17.6% |
| 5Y | -37.4% | -27.7% | -9.8% | -43.2% |
| All | -43.9% | -62.7% | +18.7% | -46.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling