+68.7%
CIFR vs KEY
+106.2%
-37.5%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -0.5% | +18.5% | +18.6% |
| 7D | -10.2% | -1.3% | -8.9% | -9.3% |
| 30D | -55.0% | +5.1% | -60.2% | -58.2% |
| 3M | -64.1% | -7.1% | -57.0% | -61.2% |
| 6M | -70.1% | -4.4% | -65.8% | -69.3% |
| YTD | -55.7% | +4.0% | -59.7% | -59.5% |
| 1Y | -69.9% | +23.4% | -93.3% | -78.2% |
| 3Y | +68.7% | +113.9% | -45.2% | -22.9% |
| All | +68.7% | +106.2% | -37.5% | -22.9% |
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