-29.5%
CIFR vs CB
+101.1%
-130.6%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -1.8% | +19.7% | +17.1% |
| 7D | -10.2% | +0.2% | -10.5% | -9.8% |
| 30D | -55.0% | +9.1% | -64.1% | -53.2% |
| 3M | -64.1% | +3.4% | -67.5% | -63.2% |
| 6M | -70.1% | +14.1% | -84.2% | -68.3% |
| YTD | -55.7% | +18.0% | -73.7% | -52.6% |
| 1Y | -69.9% | +30.1% | -100.0% | -67.5% |
| 3Y | +68.7% | +71.8% | -3.1% | +89.5% |
| All | -29.5% | +101.1% | -130.6% | -22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling