+149.5%
CIFR vs CART
+40.2%
+109.3%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.7% | -4.3% |
| 7D | +4.8% | +1.3% | +3.5% | +4.3% |
| 30D | -31.0% | +19.2% | -50.2% | -35.8% |
| 3M | -58.7% | +17.6% | -76.3% | -61.7% |
| 6M | -67.7% | +47.4% | -115.1% | -73.4% |
| YTD | -53.5% | +30.9% | -84.4% | -60.2% |
| 1Y | -54.1% | +46.0% | -100.0% | -62.9% |
| 3Y | +138.2% | +130.3% | +7.9% | +43.3% |
| All | +149.5% | +40.2% | +109.3% | +52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling