+55.5%
CIFR vs MKC
-23.8%
+79.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.7% | -4.9% | -6.2% |
| 7D | -8.2% | -2.8% | -5.4% | -10.1% |
| 30D | -7.4% | -3.4% | -4.0% | -9.0% |
| 3M | -24.2% | +3.8% | -27.9% | -22.4% |
| 6M | +14.2% | -17.9% | +32.1% | +6.6% |
| YTD | +8.0% | -23.6% | +31.6% | -4.9% |
| 1Y | +55.5% | -23.1% | +78.6% | +46.3% |
| All | +55.5% | -23.8% | +79.3% | +46.3% |
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