+61.0%
CIFR vs CVNA
+67.4%
-6.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -4.3% | -1.4% | -4.4% |
| 7D | -8.2% | -4.3% | -3.9% | -6.9% |
| 30D | -7.4% | -2.4% | -5.0% | -6.7% |
| 3M | -24.2% | +4.5% | -28.7% | -27.0% |
| 6M | +14.2% | +10.2% | +3.9% | +8.4% |
| YTD | +8.0% | -16.7% | +24.7% | +10.4% |
| 1Y | +55.5% | -3.8% | +59.3% | +52.3% |
| 3Y | +429.6% | +648.3% | -218.7% | +180.5% |
| 5Y | +20.8% | +6.6% | +14.2% | -36.5% |
| All | +61.0% | +67.4% | -6.4% | -16.3% |
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