+505.7%
CIFR vs CBOE
+96.4%
+409.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.5% | -8.2% | -9.0% |
| 7D | +11.3% | -0.8% | +12.1% | +10.7% |
| 30D | +3.5% | +2.7% | +0.8% | +5.2% |
| 3M | -26.6% | +0.7% | -27.3% | -25.4% |
| 6M | +18.1% | -2.0% | +20.1% | +21.6% |
| YTD | +14.5% | +17.1% | -2.6% | +36.1% |
| 1Y | +83.3% | +26.5% | +56.8% | +132.7% |
| All | +505.7% | +96.4% | +409.3% | +858.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling