-69.2%
CIFR vs CBRS
-68.9%
-0.3%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +11.2% | -15.3% | -10.2% |
| 7D | +4.8% | +21.2% | -16.4% | -6.6% |
| 30D | -31.0% | -23.2% | -7.8% | -21.6% |
| 3M | -58.7% | -52.9% | -5.8% | -41.0% |
| All | -69.2% | -68.9% | -0.3% | -55.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling