-29.5%
CIFR vs M
-11.5%
-18.0%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -4.6% | +22.5% | +19.6% |
| 7D | -10.2% | -4.3% | -5.9% | -9.7% |
| 30D | -55.0% | +1.3% | -56.3% | -55.8% |
| 3M | -64.1% | -7.4% | -56.7% | -63.6% |
| 6M | -70.1% | +18.3% | -88.5% | -72.8% |
| YTD | -55.7% | +7.6% | -63.2% | -58.4% |
| 1Y | -69.9% | +17.4% | -87.2% | -72.8% |
| 3Y | +68.7% | +108.4% | -39.7% | +14.1% |
| All | -29.5% | -11.5% | -18.0% | -46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling