+385.8%
CIFR vs CAI
-8.1%
+393.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.6% |
| 7D | +26.7% | +0.2% | +26.5% | +26.7% |
| 30D | +7.7% | +9.1% | -1.4% | +4.9% |
| 3M | -23.8% | +53.8% | -77.6% | -34.5% |
| 6M | +35.9% | +33.5% | +2.4% | +20.7% |
| YTD | +25.4% | -8.0% | +33.4% | +26.7% |
| 1Y | +139.8% | -28.7% | +168.5% | +155.4% |
| All | +385.8% | -8.1% | +393.9% | +359.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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