+503.9%
CIFR vs LYV
+109.4%
+394.6%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.7% | +5.7% |
| 7D | -5.0% | -1.9% | -3.1% | -3.5% |
| 30D | -5.7% | -8.2% | +2.5% | +1.4% |
| 3M | -25.5% | -1.3% | -24.3% | -26.9% |
| 6M | +19.4% | +2.6% | +16.8% | +11.7% |
| YTD | +14.2% | +19.4% | -5.2% | -9.6% |
| 1Y | +69.0% | -2.2% | +71.3% | +65.3% |
| 3Y | +503.9% | +106.0% | +397.9% | +177.0% |
| All | +503.9% | +109.4% | +394.6% | +177.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 3y: compounded portfolio wealth divided by compounded LYV 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…
3y analysis · Full analysis span regression · 6 months rolling