+69.0%
CIFR vs CAVA
-14.0%
+83.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.5% | +2.2% | +5.0% |
| 7D | -5.0% | -8.0% | +3.0% | -3.5% |
| 30D | -5.7% | -19.6% | +13.9% | -2.1% |
| 3M | -25.5% | -36.7% | +11.1% | -18.9% |
| 6M | +19.4% | -30.6% | +50.0% | +28.7% |
| YTD | +14.2% | -4.8% | +18.9% | +17.1% |
| 1Y | +69.0% | -13.1% | +82.1% | +97.9% |
| All | +69.0% | -14.0% | +83.1% | +97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAVA.
Daily Out/Under-Performance
Portfolio return minus CAVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAVA 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 CAVA 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