+79.2%
CIFR vs GAP
+43.2%
+36.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +2.0% |
| 7D | +16.9% | -4.5% | +21.4% | +18.8% |
| 30D | -5.2% | +9.0% | -14.2% | -9.5% |
| 3M | -30.6% | +5.0% | -35.6% | -33.3% |
| 6M | +10.6% | -17.8% | +28.4% | +16.0% |
| YTD | +20.2% | -10.4% | +30.6% | +20.9% |
| 1Y | +139.7% | -3.4% | +143.1% | +133.2% |
| 3Y | +489.4% | +111.5% | +377.9% | +312.0% |
| 5Y | +54.4% | +8.8% | +45.6% | +11.5% |
| All | +79.2% | +43.2% | +36.0% | +27.1% |
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