+79.2%
CIFR vs JD
-60.2%
+139.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.9% | +0.3% | +1.3% |
| 7D | +16.9% | -1.7% | +18.6% | +17.8% |
| 30D | -5.2% | -13.2% | +8.0% | +0.8% |
| 3M | -30.6% | -3.2% | -27.4% | -30.2% |
| 6M | +10.6% | +15.2% | -4.6% | +2.2% |
| YTD | +20.2% | +2.0% | +18.2% | +18.0% |
| 1Y | +139.7% | -5.4% | +145.1% | +144.2% |
| 3Y | +489.4% | -9.1% | +498.5% | +474.7% |
| 5Y | +54.4% | -59.6% | +114.0% | +86.9% |
| All | +79.2% | -60.2% | +139.4% | +119.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling