+79.2%
CIFR vs CTVA
+178.1%
-98.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.5% |
| 7D | +16.9% | +4.9% | +12.0% | +14.3% |
| 30D | -5.2% | +11.9% | -17.1% | -10.2% |
| 3M | -30.6% | +13.7% | -44.2% | -36.2% |
| 6M | +10.6% | +13.1% | -2.5% | +2.1% |
| YTD | +20.2% | +32.0% | -11.8% | +3.2% |
| 1Y | +139.7% | +22.1% | +117.7% | +112.8% |
| 3Y | +489.4% | +77.5% | +411.9% | +356.5% |
| 5Y | +54.4% | +106.3% | -51.9% | +16.9% |
| All | +79.2% | +178.1% | -98.9% | +32.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling