+505.7%
CIFR vs CVNA
+675.5%
-169.8%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.8% | -6.9% | -7.9% |
| 7D | +11.3% | -1.0% | +12.3% | +11.9% |
| 30D | +3.5% | -1.0% | +4.5% | +3.8% |
| 3M | -26.6% | +5.5% | -32.1% | -31.1% |
| 6M | +18.1% | +11.8% | +6.3% | +7.5% |
| YTD | +14.5% | -13.0% | +27.5% | +15.2% |
| 1Y | +83.3% | -2.1% | +85.4% | +72.7% |
| All | +505.7% | +675.5% | -169.8% | +91.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling