+79.2%
CIFR vs KEY
+126.0%
-46.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.9% | +2.0% |
| 7D | +16.9% | +2.2% | +14.7% | +15.8% |
| 30D | -5.2% | -3.0% | -2.2% | -3.6% |
| 3M | -30.6% | +3.3% | -33.9% | -31.7% |
| 6M | +10.6% | +9.2% | +1.4% | +6.3% |
| YTD | +20.2% | +10.6% | +9.5% | +14.4% |
| 1Y | +139.7% | +20.4% | +119.3% | +119.2% |
| 3Y | +489.4% | +121.8% | +367.5% | +377.5% |
| 5Y | +54.4% | +41.1% | +13.3% | +40.4% |
| All | +79.2% | +126.0% | -46.8% | +61.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling