-54.1%
CIFR vs CBOE
+44.9%
-99.0%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.8% | -5.8% | -3.2% |
| 7D | +4.8% | +6.3% | -1.5% | +8.2% |
| 30D | -31.0% | +24.9% | -55.9% | -22.7% |
| 3M | -58.7% | +28.5% | -87.2% | -53.2% |
| 6M | -67.7% | +2.9% | -70.6% | -64.7% |
| YTD | -53.5% | +50.7% | -104.2% | -54.4% |
| 1Y | -54.1% | +45.5% | -99.5% | -48.3% |
| All | -54.1% | +44.9% | -99.0% | -48.3% |
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