-61.9%
CIFR vs CVE
+60.9%
-122.8%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +2.7% | +6.2% | +8.1% |
| 7D | +9.4% | +0.1% | +9.3% | +9.5% |
| 30D | -45.3% | -10.8% | -34.5% | -43.7% |
| 3M | -58.7% | -4.3% | -54.3% | -58.9% |
| 6M | -64.9% | -1.5% | -63.5% | -65.3% |
| YTD | -51.8% | +70.7% | -122.5% | -66.8% |
| 1Y | -61.9% | +58.1% | -120.0% | -71.4% |
| All | -61.9% | +60.9% | -122.8% | -71.4% |
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