-71.1%
CIFR vs CVNA
+20.1%
-91.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +8.8% | -28.8% | -21.6% |
| 7D | -26.7% | +31.3% | -58.1% | -32.3% |
| 30D | -58.0% | +21.7% | -79.7% | -60.3% |
| 3M | -68.1% | +14.0% | -82.1% | -69.4% |
| 6M | -63.7% | +3.0% | -66.7% | -64.3% |
| YTD | -56.0% | -8.1% | -47.9% | -57.4% |
| 1Y | -71.1% | +25.2% | -96.3% | -80.1% |
| All | -71.1% | +20.1% | -91.2% | -80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CVNA.
Daily Out/Under-Performance
Portfolio return minus CVNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVNA 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 CVNA 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