+87.0%
CIFR vs MCO
+77.6%
+9.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.5% | +6.8% | +6.3% |
| 7D | +26.7% | -2.7% | +29.4% | +29.5% |
| 30D | +7.7% | +0.9% | +6.8% | +6.0% |
| 3M | -23.8% | +8.7% | -32.5% | -32.1% |
| 6M | +35.9% | +2.4% | +33.5% | +26.2% |
| YTD | +25.4% | -5.2% | +30.6% | +23.0% |
| 1Y | +139.8% | -4.4% | +144.1% | +133.3% |
| 3Y | +515.0% | +45.1% | +469.8% | +318.5% |
| 5Y | +52.1% | +31.5% | +20.6% | -2.7% |
| All | +87.0% | +77.6% | +9.4% | +14.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling