-71.1%
CIFR vs MCO
+9.9%
-81.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +4.9% | -24.8% | -18.1% |
| 7D | -26.7% | +10.7% | -37.4% | -24.0% |
| 30D | -58.0% | +17.9% | -75.9% | -55.9% |
| 3M | -68.1% | +9.5% | -77.6% | -67.0% |
| 6M | -63.7% | +18.1% | -81.7% | -62.9% |
| YTD | -56.0% | +4.1% | -60.1% | -55.6% |
| 1Y | -71.1% | +9.3% | -80.5% | -72.2% |
| All | -71.1% | +9.9% | -81.0% | -72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 1y: compounded portfolio wealth divided by compounded MCO 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…
1y analysis · Full analysis span regression · 6 months rolling