+487.4%
CIFR vs CVE
+72.1%
+415.4%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.4% | +3.0% |
| 7D | +16.9% | +2.5% | +14.4% | +14.9% |
| 30D | -5.2% | +16.7% | -21.9% | -15.2% |
| 3M | -30.6% | +9.3% | -39.8% | -34.9% |
| 6M | +10.6% | +43.6% | -33.0% | -17.5% |
| YTD | +20.2% | +93.6% | -73.4% | -28.9% |
| 1Y | +139.7% | +98.8% | +41.0% | +38.5% |
| All | +487.4% | +72.1% | +415.4% | +190.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling