+137.5%
CIFR vs CART
+39.2%
+98.2%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | -19.6% | +0.3% | -19.9% | -19.6% |
| 30D | -51.7% | +22.4% | -74.1% | -55.6% |
| 3M | -60.0% | +15.6% | -75.7% | -62.7% |
| 6M | -68.2% | +44.9% | -113.1% | -73.7% |
| YTD | -55.8% | +30.0% | -85.7% | -62.0% |
| 1Y | -66.8% | +56.6% | -123.4% | -74.4% |
| 3Y | +119.1% | +131.9% | -12.8% | +31.3% |
| All | +137.5% | +39.2% | +98.2% | +45.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling