-13.0%
CIFR vs IT
-41.7%
+28.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +2.2% | +6.7% | +8.6% |
| 7D | +9.4% | -6.8% | +16.2% | +10.4% |
| 30D | -45.3% | -0.6% | -44.7% | -46.3% |
| 3M | -58.7% | +3.1% | -61.7% | -60.1% |
| 6M | -64.9% | +25.5% | -90.4% | -69.9% |
| YTD | -51.8% | -23.5% | -28.3% | -47.2% |
| 1Y | -61.9% | -16.6% | -45.3% | -61.2% |
| 3Y | +138.6% | -53.1% | +191.7% | +282.9% |
| 5Y | -13.0% | -41.4% | +28.5% | +6.4% |
| All | -13.0% | -41.7% | +28.7% | +6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling