-33.9%
CIFR vs KEY
+112.4%
-146.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -0.5% | +18.5% | +18.2% |
| 7D | -10.2% | -1.3% | -8.9% | -9.8% |
| 30D | -55.0% | +5.1% | -60.2% | -56.3% |
| 3M | -64.1% | -7.1% | -57.0% | -62.9% |
| 6M | -70.1% | -4.4% | -65.8% | -69.7% |
| YTD | -55.7% | +4.0% | -59.7% | -56.7% |
| 1Y | -69.9% | +23.4% | -93.3% | -72.9% |
| 3Y | +68.7% | +113.9% | -45.2% | +40.0% |
| 5Y | -26.2% | +12.3% | -38.5% | -31.1% |
| All | -33.9% | +112.4% | -146.3% | -38.9% |
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 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