+138.0%
CIFR vs CART
+38.4%
+99.6%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +0.6% | +17.4% | +17.7% |
| 7D | -10.2% | +3.0% | -13.2% | -11.1% |
| 30D | -55.0% | +28.6% | -83.6% | -59.6% |
| 3M | -64.1% | +29.1% | -93.1% | -68.2% |
| 6M | -70.1% | +44.7% | -114.8% | -75.3% |
| YTD | -55.7% | +29.2% | -84.9% | -61.9% |
| 1Y | -69.9% | +66.2% | -136.0% | -77.6% |
| 3Y | +68.7% | +112.8% | -44.1% | +5.7% |
| All | +138.0% | +38.4% | +99.6% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 10y: compounded portfolio wealth divided by compounded CART 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…
10y analysis · Full analysis span regression · 6 months rolling