-70.1%
CIFR vs IR
+6.3%
-76.4%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +1.4% | +16.5% | +17.4% |
| 7D | -10.2% | +3.7% | -13.9% | -10.4% |
| 30D | -55.0% | +7.4% | -62.5% | -55.2% |
| 3M | -64.1% | -5.9% | -58.1% | -63.4% |
| 6M | -70.1% | +5.6% | -75.7% | -71.0% |
| All | -70.1% | +6.3% | -76.4% | -71.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling