-71.1%
CIFR vs GDDY
-11.8%
-59.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +4.3% | -24.2% | -17.7% |
| 7D | -26.7% | +11.1% | -37.8% | -21.6% |
| 30D | -58.0% | +18.6% | -76.6% | -53.4% |
| 3M | -68.1% | +32.8% | -100.9% | -62.0% |
| 6M | -63.7% | +34.0% | -97.7% | -55.6% |
| YTD | -56.0% | -4.6% | -51.3% | -56.0% |
| 1Y | -71.1% | -12.5% | -58.7% | -71.9% |
| All | -71.1% | -11.8% | -59.3% | -71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 1y: compounded portfolio wealth divided by compounded GDDY 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…
1y analysis · Full analysis span regression · 6 months rolling