+505.7%
CIFR vs INDA
+8.1%
+497.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.9% | -7.8% | -7.2% |
| 7D | +11.3% | -2.6% | +13.9% | +16.5% |
| 30D | +3.5% | -2.9% | +6.4% | +9.0% |
| 3M | -26.6% | +2.4% | -29.0% | -29.9% |
| 6M | +18.1% | -2.6% | +20.7% | +25.1% |
| YTD | +14.5% | -10.0% | +24.5% | +37.1% |
| 1Y | +83.3% | -7.7% | +91.0% | +110.5% |
| All | +505.7% | +8.1% | +497.7% | +455.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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