+138.2%
CIFR vs GME
+106.8%
+31.4%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.0% | -4.2% |
| 7D | +4.8% | +2.9% | +1.9% | +4.4% |
| 30D | -31.0% | -4.8% | -26.2% | -30.4% |
| 3M | -58.7% | +39.2% | -97.9% | -60.8% |
| 6M | -67.7% | +17.1% | -84.8% | -68.7% |
| YTD | -53.5% | +28.7% | -82.3% | -55.9% |
| 1Y | -54.1% | +23.3% | -77.4% | -56.1% |
| 3Y | +138.2% | +112.9% | +25.3% | +76.0% |
| All | +138.2% | +106.8% | +31.4% | +76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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