+87.0%
CIFR vs ETSY
-50.6%
+137.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.8% | +9.2% | +6.3% |
| 7D | +26.7% | -10.9% | +37.6% | +32.4% |
| 30D | +7.7% | -14.9% | +22.6% | +14.0% |
| 3M | -23.8% | +5.8% | -29.6% | -28.0% |
| 6M | +35.9% | +29.1% | +6.8% | +16.1% |
| YTD | +25.4% | +31.3% | -5.9% | +4.8% |
| 1Y | +139.8% | +25.1% | +114.6% | +100.0% |
| 3Y | +515.0% | +8.5% | +506.5% | +413.4% |
| 5Y | +52.1% | -66.1% | +118.2% | +81.2% |
| All | +87.0% | -50.6% | +137.6% | +120.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ETSY.
Daily Out/Under-Performance
Portfolio return minus ETSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETSY 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded ETSY 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling