+485.5%
CIFR vs CNP
+55.3%
+430.2%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.3% |
| 7D | +16.9% | +1.1% | +15.8% | +16.7% |
| 30D | -5.2% | -1.8% | -3.4% | -4.7% |
| 3M | -30.6% | -4.6% | -25.9% | -30.3% |
| 6M | +10.6% | -8.8% | +19.4% | +12.6% |
| YTD | +20.2% | +5.2% | +15.0% | +17.6% |
| 1Y | +139.7% | +8.3% | +131.4% | +134.3% |
| All | +485.5% | +55.3% | +430.2% | +373.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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