-21.0%
CIFR vs CASY
+266.7%
-287.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -4.8% | -4.2% |
| 7D | +4.8% | +3.6% | +1.3% | +3.9% |
| 30D | -31.0% | +9.1% | -40.0% | -32.8% |
| 3M | -58.7% | -16.5% | -42.2% | -56.8% |
| 6M | -67.7% | -19.7% | -48.0% | -66.0% |
| YTD | -53.5% | +29.3% | -82.8% | -59.8% |
| 1Y | -54.1% | +33.1% | -87.2% | -60.9% |
| 3Y | +138.2% | +158.5% | -20.3% | +75.8% |
| All | -21.0% | +266.7% | -287.6% | -46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling