+146.9%
CIFR vs CB
+71.6%
+75.3%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.3% | +8.6% | +9.1% |
| 7D | +9.4% | -1.0% | +10.4% | +8.8% |
| 30D | -45.3% | +7.3% | -52.6% | -41.9% |
| 3M | -58.7% | +7.0% | -65.7% | -56.0% |
| 6M | -64.9% | +16.3% | -81.3% | -60.8% |
| YTD | -51.8% | +19.7% | -71.6% | -45.5% |
| 1Y | -61.9% | +27.8% | -89.7% | -56.6% |
| All | +146.9% | +71.6% | +75.3% | +253.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling