+79.2%
CIFR vs BABA
-60.9%
+140.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.9% | +1.5% |
| 7D | +16.9% | -4.8% | +21.7% | +19.6% |
| 30D | -5.2% | -11.9% | +6.7% | +0.2% |
| 3M | -30.6% | -9.3% | -21.3% | -27.7% |
| 6M | +10.6% | -14.2% | +24.8% | +18.4% |
| YTD | +20.2% | -22.0% | +42.2% | +35.1% |
| 1Y | +139.7% | -12.7% | +152.4% | +158.1% |
| 3Y | +489.4% | +26.7% | +462.7% | +426.5% |
| 5Y | +54.4% | -29.3% | +83.7% | +40.3% |
| All | +79.2% | -60.9% | +140.1% | +70.0% |
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