-21.0%
CIFR vs CP
+25.5%
-46.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -3.7% |
| 7D | +4.8% | +2.1% | +2.7% | +3.1% |
| 30D | -31.0% | +9.3% | -40.3% | -36.7% |
| 3M | -58.7% | +0.5% | -59.2% | -59.5% |
| 6M | -67.7% | +10.4% | -78.1% | -71.3% |
| YTD | -53.5% | +28.7% | -82.2% | -64.2% |
| 1Y | -54.1% | +33.2% | -87.2% | -65.6% |
| 3Y | +138.2% | +38.4% | +99.8% | +82.1% |
| All | -21.0% | +25.5% | -46.5% | -39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling