-71.1%
CIFR vs CPRT
-24.7%
-46.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +5.0% | -25.0% | -16.9% |
| 7D | -26.7% | +12.6% | -39.4% | -20.8% |
| 30D | -58.0% | +18.0% | -76.0% | -53.6% |
| 3M | -68.1% | +11.0% | -79.1% | -64.9% |
| 6M | -63.7% | -2.0% | -61.7% | -60.5% |
| YTD | -56.0% | -16.7% | -39.3% | -57.0% |
| 1Y | -71.1% | -23.9% | -47.2% | -74.8% |
| All | -71.1% | -24.7% | -46.4% | -74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 1y: compounded portfolio wealth divided by compounded CPRT 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…
1y analysis · Full analysis span regression · 6 months rolling