+70.7%
CIFR vs CDE
+172.0%
-101.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +1.6% | -10.3% | -9.1% |
| 7D | +11.3% | -2.0% | +13.3% | +11.9% |
| 30D | +3.5% | +15.7% | -12.2% | -0.4% |
| 3M | -26.6% | +30.5% | -57.1% | -32.3% |
| 6M | +18.1% | -7.4% | +25.5% | +18.7% |
| YTD | +14.5% | +17.9% | -3.4% | +8.6% |
| 1Y | +83.3% | +46.7% | +36.6% | +63.3% |
| 3Y | +461.5% | +851.3% | -389.8% | +219.2% |
| 5Y | +29.3% | +202.9% | -173.6% | -20.5% |
| All | +70.7% | +172.0% | -101.3% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 CDE 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