+138.2%
CIFR vs CAPR
+239.1%
-101.0%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.9% | +2.9% | -3.8% |
| 7D | +4.8% | +5.9% | -1.1% | +4.5% |
| 30D | -31.0% | +44.6% | -75.6% | -32.1% |
| 3M | -58.7% | +126.4% | -185.1% | -60.3% |
| 6M | -67.7% | -68.6% | +0.9% | -67.2% |
| YTD | -53.5% | -67.0% | +13.5% | -53.0% |
| 1Y | -54.1% | +65.2% | -119.2% | -60.6% |
| 3Y | +138.2% | +235.6% | -97.4% | -17.6% |
| All | +138.2% | +239.1% | -101.0% | -17.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling