-71.1%
CIFR vs CARR
-1.4%
-69.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +0.5% | -20.5% | -20.3% |
| 7D | -26.7% | -0.7% | -26.1% | -26.3% |
| 30D | -58.0% | +0.3% | -58.3% | -58.0% |
| 3M | -68.1% | -14.9% | -53.2% | -64.5% |
| 6M | -63.7% | -14.9% | -48.8% | -59.8% |
| YTD | -56.0% | +7.0% | -63.0% | -61.1% |
| 1Y | -71.1% | -1.8% | -69.4% | -72.8% |
| All | -71.1% | -1.4% | -69.7% | -72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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