+138.2%
CIFR vs IT
-53.3%
+191.5%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.7% | -4.0% |
| 7D | +4.8% | +1.1% | +3.7% | +4.9% |
| 30D | -31.0% | -1.8% | -29.1% | -31.7% |
| 3M | -58.7% | +4.8% | -63.6% | -59.2% |
| 6M | -67.7% | +33.0% | -100.7% | -70.1% |
| YTD | -53.5% | -23.8% | -29.7% | -44.4% |
| 1Y | -54.1% | -16.5% | -37.5% | -49.2% |
| 3Y | +138.2% | -53.6% | +191.8% | +438.7% |
| All | +138.2% | -53.3% | +191.5% | +438.7% |
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