-34.0%
CIFR vs CDNS
+187.5%
-221.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.7% | -3.0% |
| 7D | -19.6% | +2.4% | -22.0% | -20.7% |
| 30D | -51.7% | -6.0% | -45.7% | -49.0% |
| 3M | -60.0% | -0.1% | -59.9% | -59.8% |
| 6M | -68.2% | -8.6% | -59.7% | -65.9% |
| YTD | -55.8% | +6.1% | -61.9% | -58.3% |
| 1Y | -66.8% | +0.8% | -67.6% | -67.4% |
| 3Y | +119.1% | +26.8% | +92.3% | +80.2% |
| 5Y | -25.3% | +86.9% | -112.1% | -54.7% |
| All | -34.0% | +187.5% | -221.5% | -62.1% |
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