+68.7%
CIFR vs CF
+57.7%
+11.0%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +0.7% | +17.2% | +17.9% |
| 7D | -10.2% | -3.2% | -7.0% | -10.1% |
| 30D | -55.0% | +4.3% | -59.4% | -55.0% |
| 3M | -64.1% | +2.8% | -66.9% | -64.3% |
| 6M | -70.1% | +0.6% | -70.7% | -70.4% |
| YTD | -55.7% | +56.6% | -112.3% | -65.5% |
| 1Y | -69.9% | +49.6% | -119.5% | -76.1% |
| 3Y | +68.7% | +61.5% | +7.2% | +10.4% |
| All | +68.7% | +57.7% | +11.0% | +10.4% |
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