-70.1%
CIFR vs CP
+9.7%
-79.8%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -1.7% | +19.6% | +16.7% |
| 7D | -10.2% | +2.8% | -13.0% | -8.6% |
| 30D | -55.0% | +10.2% | -65.3% | -53.4% |
| 3M | -64.1% | +2.4% | -66.4% | -63.2% |
| 6M | -70.1% | +7.7% | -77.8% | -72.4% |
| All | -70.1% | +9.7% | -79.8% | -72.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling