+43.0%
CIFR vs CF
+56.6%
-13.6%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | +6.2% | -20.8% | -14.5% |
| 7D | -31.5% | +0.4% | -31.9% | -31.4% |
| 30D | -64.2% | +2.2% | -66.4% | -64.2% |
| 3M | -70.3% | +2.1% | -72.5% | -70.5% |
| 6M | -74.9% | -6.5% | -68.3% | -74.8% |
| YTD | -62.4% | +55.6% | -118.0% | -70.7% |
| 1Y | -77.5% | +42.3% | -119.8% | -81.8% |
| All | +43.0% | +56.6% | -13.6% | -6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling