-23.8%
CIFR vs INFY
-8.5%
-15.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | INFY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.9% | +9.2% | -3.3% |
| 7D | +26.7% | -7.2% | +33.9% | +12.7% |
| 30D | +7.7% | -11.2% | +18.9% | -9.9% |
| 3M | -23.8% | -7.4% | -16.4% | -25.8% |
| All | -23.8% | -8.5% | -15.3% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INFY.
Daily Out/Under-Performance
Portfolio return minus INFY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INFY 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 3mo: compounded portfolio wealth divided by compounded INFY 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…
3mo analysis · Full analysis span regression · Available span rolling