+79.2%
CIFR vs CP
+50.2%
+29.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +1.9% |
| 7D | +16.9% | -2.7% | +19.6% | +19.4% |
| 30D | -5.2% | +0.2% | -5.3% | -5.4% |
| 3M | -30.6% | +2.6% | -33.1% | -33.0% |
| 6M | +10.6% | +6.0% | +4.6% | +4.8% |
| YTD | +20.2% | +24.9% | -4.7% | +0.4% |
| 1Y | +139.7% | +20.1% | +119.6% | +105.5% |
| 3Y | +489.4% | +16.4% | +473.0% | +429.5% |
| 5Y | +54.4% | +31.7% | +22.7% | +33.5% |
| All | +79.2% | +50.2% | +29.0% | +51.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling