+139.8%
CIFR vs MA
-1.4%
+141.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.4% | +5.8% | +3.2% |
| 7D | +26.7% | -1.8% | +28.5% | +25.0% |
| 30D | +7.7% | +1.4% | +6.3% | +9.6% |
| 3M | -23.8% | +17.7% | -41.5% | -13.1% |
| 6M | +35.9% | +9.7% | +26.2% | +50.8% |
| YTD | +25.4% | +0.5% | +24.9% | +39.1% |
| 1Y | +139.8% | -2.1% | +141.8% | +184.7% |
| All | +139.8% | -1.4% | +141.2% | +184.7% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling