+503.9%
CIFR vs BOXX
+14.7%
+489.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.7% | +5.5% |
| 7D | -5.0% | +0.1% | -5.1% | -5.3% |
| 30D | -5.7% | +0.3% | -6.0% | -7.5% |
| 3M | -25.5% | +1.0% | -26.6% | -31.5% |
| 6M | +19.4% | +1.9% | +17.5% | -3.0% |
| YTD | +14.2% | +2.7% | +11.5% | -18.5% |
| 1Y | +69.0% | +4.0% | +65.0% | -0.2% |
| 3Y | +503.9% | +14.7% | +489.3% | +163.9% |
| All | +503.9% | +14.7% | +489.3% | +163.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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