-21.0%
CIFR vs CBOE
+202.6%
-223.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.8% | -5.8% | -3.4% |
| 7D | +4.8% | +6.3% | -1.5% | +7.1% |
| 30D | -31.0% | +24.9% | -55.9% | -25.1% |
| 3M | -58.7% | +28.5% | -87.2% | -54.8% |
| 6M | -67.7% | +2.9% | -70.6% | -65.9% |
| YTD | -53.5% | +50.7% | -104.2% | -46.3% |
| 1Y | -54.1% | +45.5% | -99.5% | -47.4% |
| 3Y | +138.2% | +116.3% | +21.9% | +173.0% |
| All | -21.0% | +202.6% | -223.6% | -28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling