-24.2%
CIFR vs CNQ
+13.7%
-37.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.1% | -4.6% | -5.8% |
| 7D | -8.2% | -0.7% | -7.6% | -8.3% |
| 30D | -7.4% | +6.7% | -14.1% | -7.5% |
| 3M | -24.2% | +12.8% | -37.0% | -19.9% |
| All | -24.2% | +13.7% | -37.9% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNQ.
Daily Out/Under-Performance
Portfolio return minus CNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNQ 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 3mo: compounded portfolio wealth divided by compounded CNQ 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…
3mo analysis · Full analysis span regression · Available span rolling