+68.7%
CIFR vs IR
+27.4%
+41.3%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +1.4% | +16.5% | +16.5% |
| 7D | -10.2% | +3.7% | -13.9% | -12.7% |
| 30D | -55.0% | +7.4% | -62.5% | -58.0% |
| 3M | -64.1% | -5.9% | -58.1% | -61.8% |
| 6M | -70.1% | +5.6% | -75.7% | -72.7% |
| YTD | -55.7% | +4.8% | -60.5% | -59.3% |
| 1Y | -69.9% | +6.9% | -76.8% | -73.1% |
| 3Y | +68.7% | +27.6% | +41.1% | +90.5% |
| All | +68.7% | +27.4% | +41.3% | +90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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