-13.0%
CIFR vs MAR
+178.7%
-191.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.2% | +8.7% | +8.7% |
| 7D | +9.4% | +1.0% | +8.4% | +8.5% |
| 30D | -45.3% | +16.2% | -61.5% | -52.9% |
| 3M | -58.7% | +23.1% | -81.7% | -66.4% |
| 6M | -64.9% | +22.0% | -86.9% | -72.0% |
| YTD | -51.8% | +39.2% | -91.0% | -66.4% |
| 1Y | -61.9% | +48.3% | -110.2% | -75.4% |
| 3Y | +138.6% | +123.4% | +15.2% | +13.2% |
| 5Y | -13.0% | +185.4% | -198.4% | -65.2% |
| All | -13.0% | +178.7% | -191.7% | -65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling