+147.6%
CIFR vs CART
+39.2%
+108.4%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.5% | +3.8% |
| 7D | -0.7% | +1.5% | -2.2% | -1.2% |
| 30D | -49.6% | +22.4% | -72.0% | -53.7% |
| 3M | -60.4% | +16.5% | -76.9% | -63.1% |
| 6M | -66.9% | +44.9% | -111.7% | -72.5% |
| YTD | -53.9% | +30.0% | -83.8% | -60.4% |
| 1Y | -67.1% | +59.1% | -126.2% | -74.8% |
| 3Y | +118.3% | +138.8% | -20.5% | +29.0% |
| All | +147.6% | +39.2% | +108.4% | +51.9% |
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