+87.0%
CIFR vs CPRT
+12.6%
+74.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.3% | +7.7% | +6.5% |
| 7D | +26.7% | +0.4% | +26.3% | +26.5% |
| 30D | +7.7% | +9.9% | -2.2% | +1.4% |
| 3M | -23.8% | +5.6% | -29.4% | -28.7% |
| 6M | +35.9% | -13.6% | +49.5% | +47.3% |
| YTD | +25.4% | -16.7% | +42.1% | +37.4% |
| 1Y | +139.8% | -33.1% | +172.9% | +215.2% |
| 3Y | +515.0% | -27.1% | +542.0% | +655.5% |
| 5Y | +52.1% | -9.9% | +62.0% | +41.7% |
| All | +87.0% | +12.6% | +74.4% | +66.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling