+68.7%
CIFR vs MA
+71.7%
-3.0%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -0.5% | +18.4% | +18.1% |
| 7D | -10.2% | +2.3% | -12.5% | -11.1% |
| 30D | -55.0% | +14.7% | -69.7% | -57.6% |
| 3M | -64.1% | +13.5% | -77.6% | -66.1% |
| 6M | -70.1% | +33.1% | -103.2% | -74.9% |
| YTD | -55.7% | +15.1% | -70.7% | -58.3% |
| 1Y | -69.9% | +18.7% | -88.6% | -72.8% |
| 3Y | +68.7% | +72.1% | -3.4% | +15.3% |
| All | +68.7% | +71.7% | -3.0% | +15.3% |
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 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