+148.3%
CIFR vs KEY
+126.3%
+22.0%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +1.2% |
| 7D | +28.8% | +1.8% | +27.1% | +26.1% |
| 30D | -36.9% | +7.1% | -44.1% | -42.6% |
| 3M | -60.0% | -5.9% | -54.1% | -57.4% |
| 6M | -64.4% | +2.2% | -66.6% | -66.3% |
| YTD | -51.6% | +6.4% | -58.0% | -56.9% |
| 1Y | -58.9% | +24.8% | -83.6% | -70.4% |
| All | +148.3% | +126.3% | +22.0% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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