-71.1%
CIFR vs CASY
+32.1%
-103.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +1.4% | -21.4% | -19.9% |
| 7D | -26.7% | +0.8% | -27.5% | -26.6% |
| 30D | -58.0% | +9.4% | -67.4% | -58.0% |
| 3M | -68.1% | -20.6% | -47.5% | -67.9% |
| 6M | -63.7% | -20.7% | -43.0% | -61.2% |
| YTD | -56.0% | +22.5% | -78.5% | -62.2% |
| 1Y | -71.1% | +29.5% | -100.6% | -73.9% |
| All | -71.1% | +32.1% | -103.3% | -73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 1y: compounded portfolio wealth divided by compounded CASY 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…
1y analysis · Full analysis span regression · 6 months rolling