-64.4%
CIFR vs GAP
0.0%
-64.4%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.3% |
| 7D | +28.8% | -5.2% | +34.0% | +27.6% |
| 30D | -36.9% | -6.9% | -30.0% | -36.8% |
| 3M | -60.0% | +5.7% | -65.7% | -59.1% |
| 6M | -64.4% | +0.9% | -65.3% | -62.6% |
| All | -64.4% | 0.0% | -64.4% | -62.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling