+68.7%
CIFR vs CASY
+154.1%
-85.4%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -0.3% | +18.2% | +18.0% |
| 7D | -10.2% | +1.1% | -11.3% | -10.8% |
| 30D | -55.0% | +8.7% | -63.7% | -56.9% |
| 3M | -64.1% | -17.3% | -46.7% | -61.5% |
| 6M | -70.1% | -19.7% | -50.4% | -68.1% |
| YTD | -55.7% | +24.8% | -80.5% | -65.8% |
| 1Y | -69.9% | +31.9% | -101.8% | -77.9% |
| 3Y | +68.7% | +155.4% | -86.7% | -18.6% |
| All | +68.7% | +154.1% | -85.4% | -18.6% |
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