+43.0%
CIFR vs COMP
+309.8%
-266.7%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | -8.2% | -6.4% | -11.8% |
| 7D | -31.5% | -1.8% | -29.7% | -31.4% |
| 30D | -64.2% | -0.8% | -63.4% | -64.5% |
| 3M | -70.3% | -28.1% | -42.2% | -67.2% |
| 6M | -74.9% | +27.0% | -101.9% | -78.7% |
| YTD | -62.4% | -12.8% | -49.6% | -63.4% |
| 1Y | -77.5% | +4.9% | -82.4% | -79.7% |
| All | +43.0% | +309.8% | -266.7% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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