+119.1%
CIFR vs CTAS
+74.6%
+44.5%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.1% | -4.1% |
| 7D | -19.6% | +0.7% | -20.3% | -19.6% |
| 30D | -51.7% | +11.3% | -63.0% | -52.6% |
| 3M | -60.0% | +11.4% | -71.4% | -60.8% |
| 6M | -68.2% | +35.6% | -103.9% | -72.4% |
| YTD | -55.8% | +20.7% | -76.5% | -59.1% |
| 1Y | -66.8% | +22.8% | -89.6% | -69.8% |
| 3Y | +119.1% | +73.4% | +45.7% | +96.8% |
| All | +119.1% | +74.6% | +44.5% | +96.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling