-34.0%
CIFR vs CP
+54.1%
-88.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.9% | -3.9% |
| 7D | -19.6% | +2.8% | -22.4% | -21.6% |
| 30D | -51.7% | +11.0% | -62.7% | -55.7% |
| 3M | -60.0% | +3.8% | -63.9% | -61.5% |
| 6M | -68.2% | +9.5% | -77.7% | -71.0% |
| YTD | -55.8% | +28.2% | -84.0% | -64.2% |
| 1Y | -66.8% | +33.0% | -99.7% | -73.7% |
| 3Y | +119.1% | +35.5% | +83.6% | +79.8% |
| 5Y | -25.3% | +25.8% | -51.1% | -36.7% |
| All | -34.0% | +54.1% | -88.2% | -45.9% |
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