+87.0%
CIFR vs CARR
+97.7%
-10.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +5.1% |
| 7D | +26.7% | +3.2% | +23.4% | +23.8% |
| 30D | +7.7% | -7.7% | +15.4% | +14.7% |
| 3M | -23.8% | -11.9% | -11.9% | -16.4% |
| 6M | +35.9% | +2.0% | +33.9% | +31.1% |
| YTD | +25.4% | +13.2% | +12.3% | +10.0% |
| 1Y | +139.8% | -8.5% | +148.3% | +148.2% |
| 3Y | +515.0% | +5.0% | +510.0% | +488.9% |
| 5Y | +52.1% | +12.0% | +40.1% | +24.0% |
| All | +87.0% | +97.7% | -10.7% | +40.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling