+52.1%
CIFR vs CTAS
+114.7%
-62.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | +26.7% | 0.0% | +26.7% | +26.8% |
| 30D | +7.7% | -1.0% | +8.7% | +8.1% |
| 3M | -23.8% | +15.8% | -39.6% | -32.6% |
| 6M | +35.9% | -1.0% | +36.9% | +33.2% |
| YTD | +25.4% | +7.4% | +18.0% | +14.8% |
| 1Y | +139.8% | -0.1% | +139.9% | +129.9% |
| 3Y | +515.0% | +66.3% | +448.7% | +296.3% |
| 5Y | +52.1% | +111.0% | -58.9% | -26.9% |
| All | +52.1% | +114.7% | -62.6% | -26.9% |
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 2021-09-08 to 2026-09-08: 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling