-29.5%
CIFR vs CNP
+73.6%
-103.0%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +1.7% | +16.2% | +17.5% |
| 7D | -10.2% | -4.2% | -6.0% | -9.0% |
| 30D | -55.0% | +5.5% | -60.6% | -55.5% |
| 3M | -64.1% | +0.6% | -64.6% | -64.0% |
| 6M | -70.1% | -2.8% | -67.3% | -70.0% |
| YTD | -55.7% | +7.9% | -63.5% | -56.5% |
| 1Y | -69.9% | +6.7% | -76.5% | -70.3% |
| 3Y | +68.7% | +61.1% | +7.5% | +49.8% |
| All | -29.5% | +73.6% | -103.0% | -31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling