+26.9%
CIFR vs CVNA
+4.7%
+22.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.6% | +7.3% | +6.2% |
| 7D | -5.0% | -7.3% | +2.3% | -2.7% |
| 30D | -5.7% | -4.6% | -1.1% | -4.3% |
| 3M | -25.5% | +2.0% | -27.5% | -27.9% |
| 6M | +19.4% | +11.7% | +7.7% | +12.6% |
| YTD | +14.2% | -18.1% | +32.2% | +17.3% |
| 1Y | +69.0% | -2.4% | +71.4% | +64.5% |
| 3Y | +503.9% | +580.6% | -76.6% | +219.4% |
| All | +26.9% | +4.7% | +22.2% | -12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling