+505.7%
CIFR vs CRS
+636.8%
-131.0%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | 0.0% | -8.7% | -8.7% |
| 7D | +11.3% | -0.5% | +11.9% | +11.7% |
| 30D | +3.5% | -18.1% | +21.6% | +19.6% |
| 3M | -26.6% | -12.4% | -14.2% | -19.6% |
| 6M | +18.1% | +15.9% | +2.2% | +5.2% |
| YTD | +14.5% | +45.8% | -31.3% | -15.0% |
| 1Y | +83.3% | +87.8% | -4.5% | +8.4% |
| All | +505.7% | +636.8% | -131.0% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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