+563.4%
CIFR vs MKC
-30.6%
+594.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.7% | +4.3% |
| 7D | +26.7% | -4.3% | +31.0% | +25.6% |
| 30D | +7.7% | -2.0% | +9.7% | +7.4% |
| 3M | -23.8% | +10.0% | -33.8% | -23.6% |
| 6M | +35.9% | -18.5% | +54.4% | +36.8% |
| YTD | +25.4% | -22.4% | +47.8% | +26.2% |
| 1Y | +139.8% | -23.6% | +163.4% | +142.3% |
| All | +563.4% | -30.6% | +594.1% | +567.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling