+487.4%
CIFR vs COMP
+215.9%
+271.5%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +1.9% |
| 7D | +16.9% | +1.4% | +15.6% | +16.5% |
| 30D | -5.2% | -13.3% | +8.1% | -0.8% |
| 3M | -30.6% | +41.1% | -71.7% | -40.6% |
| 6M | +10.6% | +17.2% | -6.6% | -0.5% |
| YTD | +20.2% | +5.2% | +15.0% | +10.9% |
| 1Y | +139.7% | +18.9% | +120.8% | +106.6% |
| All | +487.4% | +215.9% | +271.5% | +159.1% |
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