-71.1%
CIFR vs CBOE
+39.5%
-110.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +0.3% | -20.2% | -19.8% |
| 7D | -26.7% | +7.7% | -34.5% | -23.7% |
| 30D | -58.0% | +24.4% | -82.4% | -53.5% |
| 3M | -68.1% | +20.0% | -88.1% | -65.2% |
| 6M | -63.7% | +2.4% | -66.0% | -61.8% |
| YTD | -56.0% | +38.5% | -94.5% | -57.4% |
| 1Y | -71.1% | +39.0% | -110.1% | -71.9% |
| All | -71.1% | +39.5% | -110.6% | -71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 1y: compounded portfolio wealth divided by compounded CBOE 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…
1y analysis · Full analysis span regression · 6 months rolling