-71.1%
CIFR vs CVE
+73.4%
-144.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | -7.6% | -12.3% | -18.3% |
| 7D | -26.7% | -12.1% | -14.6% | -24.7% |
| 30D | -58.0% | -9.8% | -48.2% | -57.1% |
| 3M | -68.1% | -0.7% | -67.4% | -68.7% |
| 6M | -63.7% | -4.3% | -59.3% | -63.6% |
| YTD | -56.0% | +70.6% | -126.6% | -65.9% |
| 1Y | -71.1% | +73.2% | -144.3% | -77.8% |
| All | -71.1% | +73.4% | -144.5% | -77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 1y: compounded portfolio wealth divided by compounded CVE 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…
1y analysis · Full analysis span regression · 6 months rolling