+79.2%
CIFR vs MAR
+268.3%
-189.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.0% |
| 7D | +16.9% | -4.2% | +21.1% | +20.6% |
| 30D | -5.2% | -6.7% | +1.5% | -0.3% |
| 3M | -30.6% | -12.5% | -18.1% | -24.7% |
| 6M | +10.6% | +0.6% | +10.0% | +9.4% |
| YTD | +20.2% | +9.1% | +11.1% | +10.6% |
| 1Y | +139.7% | +26.2% | +113.5% | +94.6% |
| 3Y | +489.4% | +68.2% | +421.2% | +328.1% |
| 5Y | +54.4% | +163.9% | -109.5% | +0.9% |
| All | +79.2% | +268.3% | -189.1% | +17.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling