-24.2%
CIFR vs CBRS
-43.9%
+19.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.8% | -6.9% | -7.8% |
| 7D | +11.3% | +6.3% | +5.0% | +7.8% |
| 30D | +3.5% | -14.7% | +18.2% | +10.6% |
| 3M | -26.6% | -13.5% | -13.1% | -25.5% |
| All | -24.2% | -43.9% | +19.8% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRS.
Daily Out/Under-Performance
Portfolio return minus CBRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRS 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 CBRS 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 · Available span rolling