+146.9%
CIFR vs C
+222.1%
-75.2%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +1.6% | +7.3% | +6.5% |
| 7D | +9.4% | -0.4% | +9.8% | +11.2% |
| 30D | -45.3% | -5.3% | -40.0% | -40.0% |
| 3M | -58.7% | -8.0% | -50.7% | -53.3% |
| 6M | -64.9% | -0.3% | -64.7% | -64.8% |
| YTD | -51.8% | +8.6% | -60.5% | -58.0% |
| 1Y | -61.9% | +25.8% | -87.7% | -73.8% |
| All | +146.9% | +222.1% | -75.2% | -63.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling