+45.8%
CIFR vs CTAS
+114.7%
-68.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.3% |
| 7D | +16.9% | -1.8% | +18.8% | +17.9% |
| 30D | -5.2% | -0.2% | -5.0% | -5.2% |
| 3M | -30.6% | +11.7% | -42.3% | -37.3% |
| 6M | +10.6% | +0.7% | +9.9% | +7.0% |
| YTD | +20.2% | +7.4% | +12.8% | +10.0% |
| 1Y | +139.7% | -2.1% | +141.8% | +133.6% |
| 3Y | +489.4% | +62.9% | +426.4% | +285.7% |
| All | +45.8% | +114.7% | -68.9% | -29.9% |
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