+3,768.9%
CIFR vs BOXX
+18.4%
+3,750.5%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | 0.0% | -5.7% | -5.8% |
| 7D | -8.2% | 0.0% | -8.3% | -8.9% |
| 30D | -7.4% | +0.3% | -7.7% | -12.1% |
| 3M | -24.2% | +1.0% | -25.1% | -37.5% |
| 6M | +14.2% | +1.9% | +12.2% | -26.0% |
| YTD | +8.0% | +2.6% | +5.4% | -42.5% |
| 1Y | +55.5% | +4.0% | +51.5% | -41.6% |
| 3Y | +429.6% | +14.6% | +415.0% | -86.3% |
| All | +3,768.9% | +18.4% | +3,750.5% | -97.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling