-58.7%
CIFR vs C
-8.1%
-50.6%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +1.6% | +7.3% | +7.0% |
| 7D | +9.4% | -0.4% | +9.8% | +10.0% |
| 30D | -45.3% | -5.3% | -40.0% | -42.6% |
| 3M | -58.7% | -8.0% | -50.7% | -56.4% |
| All | -58.7% | -8.1% | -50.6% | -56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 3mo: compounded portfolio wealth divided by compounded C 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…
3mo analysis · Full analysis span regression · Available span rolling