+26.9%
CIFR vs LYV
+93.4%
-66.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.7% | +5.7% |
| 7D | -5.0% | -1.9% | -3.1% | -3.8% |
| 30D | -5.7% | -8.2% | +2.5% | -0.2% |
| 3M | -25.5% | -1.3% | -24.3% | -26.4% |
| 6M | +19.4% | +2.6% | +16.8% | +14.2% |
| YTD | +14.2% | +19.4% | -5.2% | -2.6% |
| 1Y | +69.0% | -2.2% | +71.3% | +64.9% |
| 3Y | +503.9% | +106.0% | +397.9% | +275.9% |
| All | +26.9% | +93.4% | -66.5% | -9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling