-21.0%
CIFR vs CTAS
+115.9%
-136.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.7% | -3.9% |
| 7D | +4.8% | +2.0% | +2.8% | +4.1% |
| 30D | -31.0% | +8.7% | -39.7% | -33.8% |
| 3M | -58.7% | +13.3% | -72.0% | -61.3% |
| 6M | -67.7% | +39.4% | -107.1% | -74.4% |
| YTD | -53.5% | +21.5% | -75.0% | -59.9% |
| 1Y | -54.1% | +21.9% | -75.9% | -60.6% |
| 3Y | +138.2% | +73.6% | +64.5% | +55.4% |
| All | -21.0% | +115.9% | -136.8% | -59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling