+79.2%
CIFR vs CF
+422.7%
-343.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.2% | +5.4% | +2.3% |
| 7D | +16.9% | +6.0% | +10.9% | +16.4% |
| 30D | -5.2% | +14.8% | -20.0% | -6.2% |
| 3M | -30.6% | +14.1% | -44.6% | -31.4% |
| 6M | +10.6% | +28.5% | -17.9% | +4.8% |
| YTD | +20.2% | +74.9% | -54.8% | +7.6% |
| 1Y | +139.7% | +61.7% | +78.0% | +117.9% |
| 3Y | +489.4% | +80.3% | +409.0% | +421.2% |
| 5Y | +54.4% | +226.0% | -171.6% | +31.4% |
| All | +79.2% | +422.7% | -343.5% | +50.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling