+20.8%
CIFR vs CARR
+6.4%
+14.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.3% | -3.4% | -3.7% |
| 7D | -8.2% | -4.1% | -4.1% | -4.5% |
| 30D | -7.4% | -11.0% | +3.6% | +2.9% |
| 3M | -24.2% | -16.4% | -7.8% | -11.5% |
| 6M | +14.2% | -2.4% | +16.6% | +13.6% |
| YTD | +8.0% | +8.4% | -0.4% | -4.1% |
| 1Y | +55.5% | -8.0% | +63.5% | +60.8% |
| 3Y | +429.6% | +0.6% | +429.0% | +408.1% |
| 5Y | +20.8% | +7.7% | +13.0% | +0.8% |
| All | +20.8% | +6.4% | +14.4% | +0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling