-29.5%
CIFR vs MA
+93.2%
-122.7%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -0.5% | +18.4% | +18.2% |
| 7D | -10.2% | +2.3% | -12.5% | -12.2% |
| 30D | -55.0% | +14.7% | -69.7% | -59.6% |
| 3M | -64.1% | +13.5% | -77.6% | -67.7% |
| 6M | -70.1% | +33.1% | -103.2% | -76.9% |
| YTD | -55.7% | +15.1% | -70.7% | -62.0% |
| 1Y | -69.9% | +18.7% | -88.6% | -75.1% |
| 3Y | +68.7% | +72.1% | -3.4% | +0.7% |
| All | -29.5% | +93.2% | -122.7% | -61.9% |
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