-29.5%
CIFR vs KEY
+11.7%
-41.1%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -0.5% | +18.5% | +18.2% |
| 7D | -10.2% | -1.3% | -8.9% | -9.7% |
| 30D | -55.0% | +5.1% | -60.2% | -56.6% |
| 3M | -64.1% | -7.1% | -57.0% | -62.6% |
| 6M | -70.1% | -4.4% | -65.8% | -69.6% |
| YTD | -55.7% | +4.0% | -59.7% | -57.0% |
| 1Y | -69.9% | +23.4% | -93.3% | -73.6% |
| 3Y | +68.7% | +113.9% | -45.2% | +33.9% |
| All | -29.5% | +11.7% | -41.1% | -32.3% |
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