+515.0%
CIFR vs GAP
+113.8%
+401.2%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.6% | +4.4% |
| 7D | +26.7% | +1.7% | +25.0% | +26.0% |
| 30D | +7.7% | +9.3% | -1.6% | +2.5% |
| 3M | -23.8% | +6.1% | -29.9% | -27.2% |
| 6M | +35.9% | -2.3% | +38.2% | +33.5% |
| YTD | +25.4% | -10.6% | +36.0% | +26.5% |
| 1Y | +139.8% | -4.4% | +144.2% | +133.5% |
| 3Y | +515.0% | +118.3% | +396.6% | +282.4% |
| All | +515.0% | +113.8% | +401.2% | +282.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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