-30.7%
CIFR vs ICE
+94.9%
-125.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.4% | -4.3% |
| 7D | +4.8% | +3.6% | +1.2% | +2.9% |
| 30D | -31.0% | +15.1% | -46.1% | -37.4% |
| 3M | -58.7% | +15.4% | -74.1% | -62.8% |
| 6M | -67.7% | +16.1% | -83.8% | -71.2% |
| YTD | -53.5% | +11.4% | -64.9% | -58.2% |
| 1Y | -54.1% | +18.5% | -72.5% | -60.8% |
| 3Y | +138.2% | +70.5% | +67.7% | +50.5% |
| 5Y | -18.5% | +40.9% | -59.5% | -45.3% |
| All | -30.7% | +94.9% | -125.6% | -55.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling