+485.5%
CIFR vs MA
+43.1%
+442.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.2% | +2.7% |
| 7D | +16.9% | -2.7% | +19.6% | +18.6% |
| 30D | -5.2% | +1.5% | -6.7% | -6.4% |
| 3M | -30.6% | +20.4% | -51.0% | -39.7% |
| 6M | +10.6% | +11.1% | -0.5% | +1.4% |
| YTD | +20.2% | +2.0% | +18.2% | +18.1% |
| 1Y | +139.7% | -2.2% | +141.9% | +147.7% |
| All | +485.5% | +43.1% | +442.3% | +296.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling