+515.0%
CIFR vs ICE
+41.9%
+473.0%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.2% | +6.5% | +5.4% |
| 7D | +26.7% | -1.2% | +27.8% | +27.5% |
| 30D | +7.7% | +5.0% | +2.8% | +4.7% |
| 3M | -23.8% | +13.9% | -37.7% | -29.3% |
| 6M | +35.9% | -4.4% | +40.3% | +42.1% |
| YTD | +25.4% | -1.9% | +27.3% | +25.5% |
| 1Y | +139.8% | -8.1% | +147.9% | +157.3% |
| 3Y | +515.0% | +42.5% | +472.5% | +312.0% |
| All | +515.0% | +41.9% | +473.0% | +312.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling