+68.7%
CIFR vs CART
+112.9%
-44.2%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +0.6% | +17.4% | +17.7% |
| 7D | -10.2% | +3.0% | -13.2% | -11.2% |
| 30D | -55.0% | +28.6% | -83.6% | -59.7% |
| 3M | -64.1% | +29.1% | -93.1% | -68.3% |
| 6M | -70.1% | +44.7% | -114.8% | -75.4% |
| YTD | -55.7% | +29.2% | -84.9% | -62.0% |
| 1Y | -69.9% | +66.2% | -136.0% | -77.9% |
| 3Y | +68.7% | +112.8% | -44.1% | -2.7% |
| All | +68.7% | +112.9% | -44.2% | -2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling