+148.3%
CIFR vs CASY
+159.8%
-11.5%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.0% |
| 7D | +28.8% | +2.5% | +26.3% | +27.7% |
| 30D | -36.9% | +10.2% | -47.2% | -39.8% |
| 3M | -60.0% | -15.7% | -44.3% | -57.3% |
| 6M | -64.4% | -18.4% | -46.0% | -61.9% |
| YTD | -51.6% | +28.3% | -79.8% | -63.0% |
| 1Y | -58.9% | +32.6% | -91.4% | -69.6% |
| All | +148.3% | +159.8% | -11.5% | +9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling