+70.2%
CIFR vs CNQ
+663.2%
-593.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.6% | +6.3% | +5.9% |
| 7D | -5.0% | +0.1% | -5.1% | -5.1% |
| 30D | -5.7% | +6.2% | -11.9% | -7.6% |
| 3M | -25.5% | +12.4% | -37.9% | -28.5% |
| 6M | +19.4% | +9.0% | +10.4% | +14.8% |
| YTD | +14.2% | +52.2% | -38.1% | -2.8% |
| 1Y | +69.0% | +65.0% | +4.0% | +40.0% |
| 3Y | +503.9% | +78.8% | +425.1% | +394.0% |
| 5Y | +27.7% | +286.0% | -258.3% | -1.4% |
| All | +70.2% | +663.2% | -593.0% | +31.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling