-71.1%
CIFR vs GTLB
+6.1%
-77.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | 0.0% | -20.0% | -20.0% |
| 7D | -26.7% | -9.7% | -17.1% | -27.5% |
| 30D | -58.0% | +1.7% | -59.7% | -57.7% |
| 3M | -68.1% | +43.6% | -111.7% | -66.1% |
| 6M | -63.7% | +113.0% | -176.6% | -59.8% |
| YTD | -56.0% | +39.5% | -95.5% | -50.0% |
| 1Y | -71.1% | +12.6% | -83.7% | -69.0% |
| All | -71.1% | +6.1% | -77.2% | -69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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