-71.1%
CIFR vs CAPR
+47.4%
-118.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +8.3% | -28.2% | -20.1% |
| 7D | -26.7% | +43.2% | -69.9% | -27.3% |
| 30D | -58.0% | +14.7% | -72.7% | -58.2% |
| 3M | -68.1% | +113.9% | -182.0% | -68.6% |
| 6M | -63.7% | -73.4% | +9.7% | -63.3% |
| YTD | -56.0% | -69.1% | +13.1% | -55.7% |
| 1Y | -71.1% | +47.2% | -118.3% | -72.7% |
| All | -71.1% | +47.4% | -118.6% | -72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling