+540.2%
CIFR vs CAVA
+28.6%
+511.6%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -4.4% | -1.2% | -4.0% |
| 7D | -8.2% | -12.4% | +4.2% | -3.4% |
| 30D | -7.4% | -11.2% | +3.8% | -3.6% |
| 3M | -24.2% | -33.8% | +9.6% | -12.8% |
| 6M | +14.2% | -32.5% | +46.7% | +29.4% |
| YTD | +8.0% | -8.0% | +16.0% | +5.0% |
| 1Y | +55.5% | -17.1% | +72.6% | +56.7% |
| 3Y | +429.6% | +37.8% | +391.7% | +429.6% |
| All | +540.2% | +28.6% | +511.6% | +573.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling