+61.0%
CIFR vs CVS
+95.9%
-34.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.1% | -5.6% | -5.7% |
| 7D | -8.2% | -2.0% | -6.3% | -7.9% |
| 30D | -7.4% | +1.9% | -9.3% | -7.8% |
| 3M | -24.2% | -2.2% | -22.0% | -24.0% |
| 6M | +14.2% | +26.7% | -12.5% | +8.3% |
| YTD | +8.0% | +22.9% | -14.9% | +1.9% |
| 1Y | +55.5% | +32.9% | +22.6% | +44.1% |
| 3Y | +429.6% | +62.3% | +367.3% | +378.9% |
| 5Y | +20.8% | +34.2% | -13.5% | +10.6% |
| All | +61.0% | +95.9% | -34.9% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CVS.
Daily Out/Under-Performance
Portfolio return minus CVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CVS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling