+485.5%
CIFR vs CPRT
-25.6%
+511.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +2.0% |
| 7D | +16.9% | +2.2% | +14.7% | +16.1% |
| 30D | -5.2% | +16.6% | -21.8% | -10.3% |
| 3M | -30.6% | +9.6% | -40.2% | -33.5% |
| 6M | +10.6% | -11.1% | +21.7% | +20.9% |
| YTD | +20.2% | -13.9% | +34.1% | +32.1% |
| 1Y | +139.7% | -32.5% | +172.2% | +226.4% |
| All | +485.5% | -25.6% | +511.1% | +630.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling