+79.2%
CIFR vs EW
+6.4%
+72.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | +16.9% | -0.3% | +17.3% | +17.1% |
| 30D | -5.2% | +1.0% | -6.2% | -6.0% |
| 3M | -30.6% | +2.8% | -33.4% | -32.2% |
| 6M | +10.6% | +5.5% | +5.1% | +6.5% |
| YTD | +20.2% | +5.5% | +14.7% | +15.3% |
| 1Y | +139.7% | +11.0% | +128.7% | +121.9% |
| 3Y | +489.4% | +17.7% | +471.7% | +388.8% |
| 5Y | +54.4% | -25.7% | +80.1% | +52.8% |
| All | +79.2% | +6.4% | +72.8% | +75.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling