-30.7%
CIFR vs GAP
+35.5%
-66.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.2% | -3.8% |
| 7D | +4.8% | -1.9% | +6.7% | +5.5% |
| 30D | -31.0% | -7.1% | -23.9% | -30.0% |
| 3M | -58.7% | +4.1% | -62.8% | -60.3% |
| 6M | -67.7% | +1.9% | -69.6% | -69.1% |
| YTD | -53.5% | -15.2% | -38.3% | -52.9% |
| 1Y | -54.1% | -10.6% | -43.4% | -54.5% |
| 3Y | +138.2% | +74.6% | +63.6% | +75.3% |
| 5Y | -18.5% | +3.7% | -22.2% | -40.5% |
| All | -30.7% | +35.5% | -66.2% | -50.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling