-29.5%
CIFR vs IR
+44.3%
-73.8%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +1.4% | +16.5% | +16.6% |
| 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% | -62.0% |
| 6M | -70.1% | +5.6% | -75.7% | -72.6% |
| YTD | -55.7% | +4.8% | -60.5% | -59.0% |
| 1Y | -69.9% | +6.9% | -76.8% | -72.8% |
| 3Y | +68.7% | +27.6% | +41.1% | +34.8% |
| All | -29.5% | +44.3% | -73.8% | -50.5% |
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