+545.1%
CIFR vs CART
+21.6%
+523.5%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.4% | +2.6% |
| 7D | +16.9% | +1.0% | +15.9% | +16.5% |
| 30D | -5.2% | +12.6% | -17.8% | -10.6% |
| 3M | -30.6% | +23.1% | -53.7% | -37.4% |
| 6M | +10.6% | +39.5% | -28.9% | -8.1% |
| YTD | +20.2% | +13.5% | +6.7% | +9.8% |
| 1Y | +139.7% | +14.9% | +124.9% | +114.3% |
| All | +545.1% | +21.6% | +523.5% | +321.0% |
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