-21.0%
CIFR vs MA
+86.6%
-107.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.4% | -4.9% |
| 7D | +4.8% | +1.3% | +3.5% | +3.9% |
| 30D | -31.0% | +9.6% | -40.6% | -35.9% |
| 3M | -58.7% | +16.8% | -75.5% | -63.7% |
| 6M | -67.7% | +35.2% | -102.9% | -75.3% |
| YTD | -53.5% | +16.6% | -70.1% | -60.6% |
| 1Y | -54.1% | +19.8% | -73.8% | -62.3% |
| 3Y | +138.2% | +70.7% | +67.5% | +42.2% |
| All | -21.0% | +86.6% | -107.5% | -59.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling