+79.2%
CIFR vs INDA
+53.1%
+26.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.2% | +2.2% |
| 7D | +16.9% | +0.7% | +16.2% | +15.9% |
| 30D | -5.2% | -0.8% | -4.4% | -4.1% |
| 3M | -30.6% | +3.9% | -34.5% | -33.9% |
| 6M | +10.6% | -0.7% | +11.3% | +13.1% |
| YTD | +20.2% | -7.7% | +27.8% | +33.3% |
| 1Y | +139.7% | -5.1% | +144.8% | +158.0% |
| 3Y | +489.4% | +13.6% | +475.7% | +445.7% |
| 5Y | +54.4% | +7.8% | +46.6% | +46.5% |
| All | +79.2% | +53.1% | +26.1% | +67.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling