+79.2%
CIFR vs C
+290.1%
-210.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.4% |
| 7D | +16.9% | +3.6% | +13.3% | +13.2% |
| 30D | -5.2% | +0.1% | -5.2% | -5.4% |
| 3M | -30.6% | +2.4% | -33.0% | -31.7% |
| 6M | +10.6% | +24.9% | -14.3% | -9.3% |
| YTD | +20.2% | +19.8% | +0.4% | +1.6% |
| 1Y | +139.7% | +44.9% | +94.9% | +71.1% |
| 3Y | +489.4% | +263.0% | +226.4% | +130.2% |
| 5Y | +54.4% | +129.5% | -75.1% | -30.6% |
| All | +79.2% | +290.1% | -210.9% | -20.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling