+138.2%
CIFR vs JD
+17.9%
+120.3%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.5% | -5.6% | -4.8% |
| 7D | +4.8% | -4.1% | +8.9% | +6.9% |
| 30D | -31.0% | +4.6% | -35.6% | -33.1% |
| 3M | -58.7% | -4.7% | -54.0% | -58.1% |
| 6M | -67.7% | -17.4% | -50.3% | -64.9% |
| YTD | -53.5% | +0.7% | -54.2% | -54.7% |
| 1Y | -54.1% | -5.9% | -48.2% | -53.5% |
| 3Y | +138.2% | +18.9% | +119.3% | +66.4% |
| All | +138.2% | +17.9% | +120.3% | +66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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