-26.9%
CIFR vs CPRT
-14.6%
-12.2%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.6% | +2.5% | +3.2% |
| 7D | -0.7% | +1.6% | -2.4% | -2.8% |
| 30D | -49.6% | +18.8% | -68.4% | -55.9% |
| 3M | -60.4% | +9.4% | -69.8% | -63.7% |
| 6M | -66.9% | -4.4% | -62.5% | -67.6% |
| YTD | -53.9% | -17.1% | -36.7% | -49.9% |
| 1Y | -67.1% | -19.9% | -47.2% | -63.5% |
| 3Y | +118.3% | -30.5% | +148.8% | +175.7% |
| 5Y | -26.9% | -15.9% | -10.9% | -39.5% |
| All | -26.9% | -14.6% | -12.2% | -39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling