+68.7%
CIFR vs EW
+51.9%
+16.7%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +1.3% | +16.6% | +17.6% |
| 7D | -10.2% | +11.0% | -21.2% | -12.9% |
| 30D | -55.0% | +19.1% | -74.1% | -57.2% |
| 3M | -64.1% | +14.4% | -78.4% | -65.5% |
| 6M | -70.1% | +22.8% | -92.9% | -72.1% |
| YTD | -55.7% | +19.8% | -75.5% | -58.3% |
| 1Y | -69.9% | +23.9% | -93.7% | -72.0% |
| 3Y | +68.7% | +52.2% | +16.5% | +6.3% |
| All | +68.7% | +51.9% | +16.7% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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