-15.1%
CIFR vs KEY
+12.7%
-27.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.9% |
| 7D | +28.8% | +1.8% | +27.1% | +27.5% |
| 30D | -36.9% | +7.1% | -44.1% | -39.7% |
| 3M | -60.0% | -5.9% | -54.1% | -58.7% |
| 6M | -64.4% | +2.2% | -66.6% | -65.1% |
| YTD | -51.6% | +6.4% | -58.0% | -53.6% |
| 1Y | -58.9% | +24.8% | -83.6% | -64.1% |
| 3Y | +139.9% | +125.2% | +14.7% | +86.5% |
| 5Y | -15.1% | +13.0% | -28.0% | -19.4% |
| All | -15.1% | +12.7% | -27.8% | -19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling