-30.7%
CIFR vs CVNA
+72.4%
-103.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.2% | -6.2% | -4.7% |
| 7D | +4.8% | -1.6% | +6.4% | +5.3% |
| 30D | -31.0% | +24.9% | -55.8% | -36.3% |
| 3M | -58.7% | -1.8% | -56.9% | -59.1% |
| 6M | -67.7% | +3.5% | -71.2% | -69.3% |
| YTD | -53.5% | -14.3% | -39.3% | -53.6% |
| 1Y | -54.1% | +13.6% | -67.6% | -57.9% |
| 3Y | +138.2% | +1,163.4% | -1,025.2% | +10.1% |
| 5Y | -18.5% | +22.9% | -41.4% | -58.6% |
| All | -30.7% | +72.4% | -103.1% | -64.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling