+43.0%
CIFR vs CVE
+54.6%
-11.6%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | -2.7% | -11.9% | -12.8% |
| 7D | -31.5% | -14.1% | -17.4% | -23.9% |
| 30D | -64.2% | -11.6% | -52.6% | -61.3% |
| 3M | -70.3% | 0.0% | -70.4% | -71.2% |
| 6M | -74.9% | -8.4% | -66.5% | -74.3% |
| YTD | -62.4% | +65.9% | -128.3% | -76.7% |
| 1Y | -77.5% | +69.4% | -147.0% | -86.5% |
| All | +43.0% | +54.6% | -11.6% | -23.6% |
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