-71.1%
CIFR vs MA
+24.3%
-95.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +3.9% | -23.9% | -15.3% |
| 7D | -26.7% | +10.2% | -36.9% | -17.2% |
| 30D | -58.0% | +19.3% | -77.3% | -48.7% |
| 3M | -68.1% | +18.0% | -86.1% | -61.2% |
| 6M | -63.7% | +33.7% | -97.4% | -49.0% |
| YTD | -56.0% | +18.6% | -74.6% | -42.0% |
| 1Y | -71.1% | +22.5% | -93.6% | -62.3% |
| All | -71.1% | +24.3% | -95.4% | -62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 MA 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