+643.4%
CIFR vs CAVA
+43.2%
+600.2%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.4% | +4.7% |
| 7D | +26.7% | -1.5% | +28.2% | +27.4% |
| 30D | +7.7% | -3.7% | +11.4% | +8.5% |
| 3M | -23.8% | -18.3% | -5.5% | -19.8% |
| 6M | +35.9% | -23.5% | +59.4% | +46.6% |
| YTD | +25.4% | +2.5% | +22.9% | +16.9% |
| 1Y | +139.8% | -8.0% | +147.7% | +131.8% |
| 3Y | +515.0% | +53.5% | +461.5% | +489.6% |
| All | +643.4% | +43.2% | +600.2% | +649.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling