-64.1%
CIFR vs CB
+2.8%
-66.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -1.8% | +19.7% | +13.7% |
| 7D | -10.2% | +0.2% | -10.5% | -8.9% |
| 30D | -55.0% | +9.1% | -64.1% | -48.7% |
| 3M | -64.1% | +3.4% | -67.5% | -59.1% |
| All | -64.1% | +2.8% | -66.8% | -59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 3mo: compounded portfolio wealth divided by compounded CB 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…
3mo analysis · Full analysis span regression · Available span rolling