+515.0%
CIFR vs MAR
+68.8%
+446.2%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.3% | +6.6% | +6.9% |
| 7D | +26.7% | -1.7% | +28.4% | +29.1% |
| 30D | +7.7% | -6.9% | +14.7% | +16.5% |
| 3M | -23.8% | -15.8% | -8.0% | -9.5% |
| 6M | +35.9% | +1.9% | +34.0% | +28.0% |
| YTD | +25.4% | +6.6% | +18.8% | +8.6% |
| 1Y | +139.8% | +23.7% | +116.1% | +61.8% |
| 3Y | +515.0% | +64.6% | +450.4% | +256.2% |
| All | +515.0% | +68.8% | +446.2% | +256.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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