+138.2%
CIFR vs CPRT
-34.3%
+172.5%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.5% | -4.0% |
| 7D | +4.8% | -0.4% | +5.2% | +4.9% |
| 30D | -31.0% | +21.2% | -52.2% | -34.9% |
| 3M | -58.7% | +8.3% | -67.0% | -59.6% |
| 6M | -67.7% | -3.4% | -64.3% | -67.1% |
| YTD | -53.5% | -18.7% | -34.8% | -47.9% |
| 1Y | -54.1% | -23.5% | -30.5% | -46.2% |
| 3Y | +138.2% | -34.2% | +172.3% | +290.2% |
| All | +138.2% | -34.3% | +172.5% | +290.2% |
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