-71.1%
CIFR vs M
+36.6%
-107.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +7.6% | -27.6% | -21.5% |
| 7D | -26.7% | +8.3% | -35.0% | -28.5% |
| 30D | -58.0% | +14.2% | -72.2% | -59.8% |
| 3M | -68.1% | -1.1% | -67.0% | -68.0% |
| 6M | -63.7% | +36.6% | -100.3% | -68.3% |
| YTD | -56.0% | +19.8% | -75.8% | -61.5% |
| 1Y | -71.1% | +37.2% | -108.3% | -77.8% |
| All | -71.1% | +36.6% | -107.7% | -77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling