+79.2%
CIFR vs CDNS
+153.7%
-74.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.0% | +6.1% | +5.0% |
| 7D | +16.9% | -14.0% | +31.0% | +29.9% |
| 30D | -5.2% | -13.2% | +8.0% | +4.8% |
| 3M | -30.6% | -28.9% | -1.7% | -11.1% |
| 6M | +10.6% | -4.2% | +14.8% | +13.4% |
| YTD | +20.2% | -6.4% | +26.5% | +23.0% |
| 1Y | +139.7% | -16.2% | +155.9% | +163.6% |
| 3Y | +489.4% | +20.2% | +469.2% | +397.9% |
| 5Y | +54.4% | +76.6% | -22.2% | +0.2% |
| All | +79.2% | +153.7% | -74.6% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CDNS.
Daily Out/Under-Performance
Portfolio return minus CDNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDNS 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 CDNS 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