+515.0%
CIFR vs IT
-51.4%
+566.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -7.4% | +11.8% | +4.5% |
| 7D | +26.7% | -9.1% | +35.8% | +27.0% |
| 30D | +7.7% | -7.0% | +14.8% | +7.9% |
| 3M | -23.8% | +7.6% | -31.4% | -24.4% |
| 6M | +35.9% | +2.1% | +33.8% | +35.0% |
| YTD | +25.4% | -31.6% | +57.0% | +49.0% |
| 1Y | +139.8% | -29.9% | +169.7% | +175.0% |
| 3Y | +515.0% | -51.3% | +566.2% | +1,057.2% |
| All | +515.0% | -51.4% | +566.3% | +1,057.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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