+139.7%
CIFR vs CTAS
-1.7%
+141.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +1.8% |
| 7D | +16.9% | -1.8% | +18.8% | +14.4% |
| 30D | -5.2% | -0.2% | -5.0% | -5.3% |
| 3M | -30.6% | +11.7% | -42.3% | -23.2% |
| 6M | +10.6% | +0.7% | +9.9% | +11.8% |
| YTD | +20.2% | +7.4% | +12.8% | +29.5% |
| 1Y | +139.7% | -2.1% | +141.8% | +138.6% |
| All | +139.7% | -1.7% | +141.5% | +138.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 1y: compounded portfolio wealth divided by compounded CTAS 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…
1y analysis · Full analysis span regression · 6 months rolling