+79.2%
CIFR vs M
+354.3%
-275.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.6% | -0.5% | +1.4% |
| 7D | +16.9% | +4.7% | +12.2% | +15.4% |
| 30D | -5.2% | -9.6% | +4.5% | -2.5% |
| 3M | -30.6% | +0.9% | -31.4% | -31.2% |
| 6M | +10.6% | +22.3% | -11.7% | +3.3% |
| YTD | +20.2% | +6.5% | +13.7% | +16.1% |
| 1Y | +139.7% | +38.8% | +101.0% | +113.6% |
| 3Y | +489.4% | +115.9% | +373.5% | +347.0% |
| 5Y | +54.4% | +28.6% | +25.8% | +30.9% |
| All | +79.2% | +354.3% | -275.1% | +51.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling