+68.7%
CIFR vs JD
+16.8%
+51.9%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +1.6% | +16.3% | +17.1% |
| 7D | -10.2% | +13.4% | -23.6% | -16.5% |
| 30D | -55.0% | +7.7% | -62.7% | -57.0% |
| 3M | -64.1% | -11.3% | -52.8% | -62.1% |
| 6M | -70.1% | -5.1% | -65.0% | -69.9% |
| YTD | -55.7% | +5.0% | -60.7% | -57.7% |
| 1Y | -69.9% | -5.6% | -64.2% | -69.4% |
| 3Y | +68.7% | +17.8% | +50.9% | +18.1% |
| All | +68.7% | +16.8% | +51.9% | +18.1% |
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