-29.5%
CIFR vs CPB
-31.3%
+1.9%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -1.3% | +19.2% | +17.1% |
| 7D | -10.2% | +8.0% | -18.2% | -4.8% |
| 30D | -55.0% | +22.4% | -77.4% | -48.3% |
| 3M | -64.1% | +2.5% | -66.6% | -62.2% |
| 6M | -70.1% | +12.2% | -82.3% | -66.5% |
| YTD | -55.7% | -12.8% | -42.8% | -54.5% |
| 1Y | -69.9% | -19.2% | -50.7% | -69.9% |
| 3Y | +68.7% | -35.6% | +104.2% | +54.6% |
| All | -29.5% | -31.3% | +1.9% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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