+343.6%
CIFR vs CAI
-11.0%
+354.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -3.2% | -5.5% | -7.8% |
| 7D | +11.3% | -3.1% | +14.4% | +12.5% |
| 30D | +3.5% | +2.7% | +0.8% | +2.7% |
| 3M | -26.6% | +41.7% | -68.3% | -35.0% |
| 6M | +18.1% | +26.5% | -8.4% | +6.9% |
| YTD | +14.5% | -10.9% | +25.4% | +16.9% |
| 1Y | +83.3% | -29.2% | +112.5% | +96.4% |
| All | +343.6% | -11.0% | +354.6% | +323.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling