+148.3%
CIFR vs MA
+68.5%
+79.8%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.9% |
| 7D | +28.8% | -0.5% | +29.3% | +29.0% |
| 30D | -36.9% | +7.9% | -44.9% | -39.0% |
| 3M | -60.0% | +16.8% | -76.8% | -62.9% |
| 6M | -64.4% | +31.0% | -95.3% | -69.6% |
| YTD | -51.6% | +15.0% | -66.6% | -54.5% |
| 1Y | -58.9% | +17.0% | -75.9% | -62.2% |
| All | +148.3% | +68.5% | +79.8% | +102.3% |
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