+14.2%
CIFR vs LYFT
+9.4%
+4.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.8% | -6.5% | -5.7% |
| 7D | -8.2% | -13.1% | +4.8% | -9.0% |
| 30D | -7.4% | -14.4% | +7.0% | -8.2% |
| 3M | -24.2% | +12.2% | -36.3% | -26.3% |
| 6M | +14.2% | +13.4% | +0.8% | +5.1% |
| All | +14.2% | +9.4% | +4.8% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LYFT.
Daily Out/Under-Performance
Portfolio return minus LYFT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYFT 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 6mo: compounded portfolio wealth divided by compounded LYFT 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…
6mo analysis · Full analysis span regression · 6 months rolling