-64.9%
CIFR vs ICE
+17.3%
-82.2%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +2.4% | +6.5% | +11.1% |
| 7D | +9.4% | +3.2% | +6.1% | +12.7% |
| 30D | -45.3% | +14.7% | -60.0% | -37.6% |
| 3M | -58.7% | +19.8% | -78.5% | -51.2% |
| 6M | -64.9% | +15.2% | -80.2% | -59.2% |
| All | -64.9% | +17.3% | -82.2% | -59.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling