Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • CIFR vs CASY✓SelectedUSD · CASYCIFR vs CASY performance historyLatest closeAs of+2.13%09/04
Stock and ETF performance explorer

CIFR vs CASY

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+139.7%
CASY return
+51.2%
Excess return
+88.5%
Maximum drawdown
-51.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1y.

Portfolio and benchmark returns by period
PeriodPortfolioCASYExcessAlpha
1D+2.1%-0.3%+2.4%+2.2%
7D+16.9%+0.1%+16.9%+16.9%
30D-5.2%-11.3%+6.2%-4.1%
3M-30.6%-0.6%-29.9%-32.4%
6M+10.6%+10.7%-0.1%-3.7%
YTD+20.2%+37.1%-16.9%-10.8%
1Y+139.7%+52.3%+87.4%+51.0%
All+139.7%+51.2%+88.5%+51.0%

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