+503.9%
CIFR vs GDDY
+30.8%
+473.2%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.8% | +3.9% | +5.6% |
| 7D | -5.0% | -3.2% | -1.8% | -4.8% |
| 30D | -5.7% | +6.8% | -12.5% | -6.8% |
| 3M | -25.5% | +30.5% | -56.0% | -33.2% |
| 6M | +19.4% | +13.3% | +6.1% | +10.2% |
| YTD | +14.2% | -21.0% | +35.1% | +28.3% |
| 1Y | +69.0% | -34.0% | +103.0% | +115.4% |
| 3Y | +503.9% | +33.1% | +470.9% | +474.5% |
| All | +503.9% | +30.8% | +473.2% | +474.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling