+61.0%
CIFR vs GDDY
+23.3%
+37.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +3.0% | -8.6% | -6.5% |
| 7D | -8.2% | -7.0% | -1.2% | -6.6% |
| 30D | -7.4% | +6.2% | -13.6% | -10.2% |
| 3M | -24.2% | +20.0% | -44.2% | -33.4% |
| 6M | +14.2% | +6.8% | +7.4% | +3.4% |
| YTD | +8.0% | -22.3% | +30.3% | +14.1% |
| 1Y | +55.5% | -33.5% | +89.0% | +79.9% |
| 3Y | +429.6% | +29.2% | +400.4% | +338.8% |
| 5Y | +20.8% | +28.1% | -7.3% | +2.4% |
| All | +61.0% | +23.3% | +37.8% | +36.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling