-54.1%
CIFR vs CF
+50.1%
-104.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.2% | -4.0% |
| 7D | +4.8% | +4.8% | 0.0% | +7.1% |
| 30D | -31.0% | +4.7% | -35.7% | -28.9% |
| 3M | -58.7% | +7.4% | -66.1% | -56.9% |
| 6M | -67.7% | +0.6% | -68.3% | -66.5% |
| YTD | -53.5% | +64.1% | -117.6% | -60.4% |
| 1Y | -54.1% | +51.4% | -105.5% | -60.1% |
| All | -54.1% | +50.1% | -104.1% | -60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 1y: compounded portfolio wealth divided by compounded CF 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…
1y analysis · Full analysis span regression · 6 months rolling