+43.0%
CIFR vs CART
+111.7%
-68.6%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | -2.4% | -12.2% | -13.7% |
| 7D | -31.5% | +1.2% | -32.7% | -31.7% |
| 30D | -64.2% | +27.1% | -91.3% | -67.7% |
| 3M | -70.3% | +27.4% | -97.8% | -73.7% |
| 6M | -74.9% | +32.1% | -107.0% | -78.4% |
| YTD | -62.4% | +28.5% | -90.9% | -67.7% |
| 1Y | -77.5% | +58.8% | -136.3% | -83.1% |
| All | +43.0% | +111.7% | -68.6% | -17.3% |
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 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