+505.7%
CIFR vs CTVA
+76.0%
+429.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.3% | -7.4% | -7.9% |
| 7D | +11.3% | -5.8% | +17.1% | +15.1% |
| 30D | +3.5% | +11.1% | -7.6% | -4.0% |
| 3M | -26.6% | +13.2% | -39.9% | -35.9% |
| 6M | +18.1% | +8.7% | +9.4% | +6.6% |
| YTD | +14.5% | +27.3% | -12.8% | -8.4% |
| 1Y | +83.3% | +18.0% | +65.3% | +54.6% |
| All | +505.7% | +76.0% | +429.7% | +324.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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