-27.8%
CIFR vs CP
+55.5%
-83.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | 0.0% |
| 7D | +28.8% | +0.9% | +27.9% | +27.9% |
| 30D | -36.9% | +10.3% | -47.3% | -41.8% |
| 3M | -60.0% | +2.3% | -62.3% | -61.1% |
| 6M | -64.4% | +10.7% | -75.1% | -67.7% |
| YTD | -51.6% | +29.3% | -80.9% | -61.0% |
| 1Y | -58.9% | +31.5% | -90.3% | -67.2% |
| 3Y | +139.9% | +36.7% | +103.2% | +95.7% |
| 5Y | -15.1% | +26.8% | -41.9% | -28.5% |
| All | -27.8% | +55.5% | -83.2% | -41.1% |
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