+87.0%
CIFR vs CBOE
+286.0%
-199.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.7% | +6.0% | +4.0% |
| 7D | +26.7% | -4.6% | +31.3% | +25.6% |
| 30D | +7.7% | +2.6% | +5.1% | +8.3% |
| 3M | -23.8% | +4.9% | -28.7% | -22.7% |
| 6M | +35.9% | -2.2% | +38.1% | +37.3% |
| YTD | +25.4% | +17.7% | +7.7% | +28.8% |
| 1Y | +139.8% | +26.1% | +113.7% | +148.2% |
| 3Y | +515.0% | +97.1% | +417.8% | +480.3% |
| 5Y | +52.1% | +149.2% | -97.1% | +29.9% |
| All | +87.0% | +286.0% | -199.0% | +56.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling