+138.2%
CIFR vs CP
+36.4%
+101.8%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -3.6% |
| 7D | +4.8% | +2.1% | +2.7% | +2.9% |
| 30D | -31.0% | +9.3% | -40.3% | -37.6% |
| 3M | -58.7% | +0.5% | -59.2% | -59.5% |
| 6M | -67.7% | +10.4% | -78.1% | -72.0% |
| YTD | -53.5% | +28.7% | -82.2% | -66.4% |
| 1Y | -54.1% | +33.2% | -87.2% | -68.1% |
| 3Y | +138.2% | +38.4% | +99.8% | +54.5% |
| All | +138.2% | +36.4% | +101.8% | +54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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