-54.1%
CIFR vs MKC
-25.8%
-28.3%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.2% | -5.2% | -3.1% |
| 7D | +4.8% | -3.0% | +7.8% | +2.2% |
| 30D | -31.0% | +4.8% | -35.8% | -27.7% |
| 3M | -58.7% | -12.8% | -45.9% | -61.2% |
| 6M | -67.7% | +5.0% | -72.7% | -67.8% |
| YTD | -53.5% | -29.1% | -24.5% | -59.9% |
| 1Y | -54.1% | -26.4% | -27.7% | -57.6% |
| All | -54.1% | -25.8% | -28.3% | -57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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