+79.2%
CIFR vs CRS
+2,729.2%
-2,650.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.5% | +1.3% |
| 7D | +16.9% | -0.2% | +17.2% | +17.1% |
| 30D | -5.2% | -16.6% | +11.4% | +3.6% |
| 3M | -30.6% | -3.5% | -27.1% | -29.4% |
| 6M | +10.6% | +15.4% | -4.8% | +3.9% |
| YTD | +20.2% | +51.2% | -31.0% | -1.2% |
| 1Y | +139.7% | +98.3% | +41.4% | +70.9% |
| 3Y | +489.4% | +651.5% | -162.2% | +155.9% |
| 5Y | +54.4% | +1,411.1% | -1,356.7% | -43.6% |
| All | +79.2% | +2,729.2% | -2,650.0% | -34.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling