-21.0%
CIFR vs IR
+46.0%
-67.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -3.8% |
| 7D | +4.8% | +2.5% | +2.3% | +2.2% |
| 30D | -31.0% | +9.2% | -40.1% | -36.6% |
| 3M | -58.7% | +0.9% | -59.7% | -59.3% |
| 6M | -67.7% | +19.2% | -86.9% | -73.9% |
| YTD | -53.5% | +7.5% | -61.0% | -58.1% |
| 1Y | -54.1% | +11.7% | -65.8% | -60.5% |
| 3Y | +138.2% | +23.9% | +114.3% | +96.2% |
| All | -21.0% | +46.0% | -67.0% | -46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling