-29.5%
CIFR vs CASY
+250.1%
-279.6%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -0.3% | +18.2% | +18.0% |
| 7D | -10.2% | +1.1% | -11.3% | -10.6% |
| 30D | -55.0% | +8.7% | -63.7% | -56.3% |
| 3M | -64.1% | -17.3% | -46.7% | -62.4% |
| 6M | -70.1% | -19.7% | -50.4% | -68.8% |
| YTD | -55.7% | +24.8% | -80.5% | -61.3% |
| 1Y | -69.9% | +31.9% | -101.8% | -74.4% |
| 3Y | +68.7% | +155.4% | -86.7% | +25.7% |
| All | -29.5% | +250.1% | -279.6% | -51.4% |
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