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  • CIFR vs CI✓SelectedUSD · CICIFR vs CI performance historyLatest closeAs of+2.13%09/04
Stock and ETF performance explorer

CIFR vs CI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+79.2%
CI return
+80.9%
Excess return
-1.7%
Maximum drawdown
-97.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCIExcessAlpha
1D+2.1%-1.3%+3.4%+2.0%
7D+16.9%+1.3%+15.6%+17.1%
30D-5.2%+4.4%-9.6%-4.6%
3M-30.6%+0.7%-31.2%-30.3%
6M+10.6%+0.3%+10.3%+10.8%
YTD+20.2%+3.8%+16.4%+21.1%
1Y+139.7%-5.5%+145.2%+138.1%
3Y+489.4%+8.1%+481.3%+515.6%
5Y+54.4%+42.8%+11.6%+54.8%
All+79.2%+80.9%-1.7%+78.8%

Cumulative growth

Daily Returns

Daily percentage return beside CI.

Daily Out/Under-Performance

Portfolio return minus CI return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × CI 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 CI 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