-71.1%
CIFR vs ICE
+21.0%
-92.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +2.3% | -22.3% | -18.8% |
| 7D | -26.7% | +12.2% | -38.9% | -22.9% |
| 30D | -58.0% | +15.0% | -73.0% | -55.5% |
| 3M | -68.1% | +17.6% | -85.7% | -66.0% |
| 6M | -63.7% | +12.6% | -76.3% | -59.7% |
| YTD | -56.0% | +9.1% | -65.1% | -53.4% |
| 1Y | -71.1% | +20.6% | -91.7% | -68.2% |
| All | -71.1% | +21.0% | -92.1% | -68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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