+29.3%
CIFR vs MKC
-34.7%
+64.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.8% | -7.9% | -8.8% |
| 7D | +11.3% | -4.3% | +15.6% | +11.0% |
| 30D | +3.5% | -3.1% | +6.6% | +3.2% |
| 3M | -26.6% | +6.8% | -33.5% | -27.3% |
| 6M | +18.1% | -18.3% | +36.4% | +19.8% |
| YTD | +14.5% | -23.1% | +37.6% | +16.6% |
| 1Y | +83.3% | -23.7% | +107.0% | +86.6% |
| 3Y | +461.5% | -31.0% | +492.5% | +456.7% |
| 5Y | +29.3% | -33.5% | +62.8% | +11.2% |
| All | +29.3% | -34.7% | +64.0% | +11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling