+138.2%
CIFR vs M
+158.0%
-19.8%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.5% | -5.6% | -4.6% |
| 7D | +4.8% | +7.0% | -2.2% | +2.4% |
| 30D | -31.0% | +8.9% | -39.9% | -33.9% |
| 3M | -58.7% | +4.5% | -63.2% | -60.0% |
| 6M | -67.7% | +36.2% | -103.9% | -72.0% |
| YTD | -53.5% | +15.1% | -68.7% | -57.4% |
| 1Y | -54.1% | +27.4% | -81.5% | -59.7% |
| 3Y | +138.2% | +160.1% | -22.0% | +106.7% |
| All | +138.2% | +158.0% | -19.8% | +106.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling