-30.7%
CIFR vs MKC
-45.6%
+14.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.2% | -5.2% | -3.9% |
| 7D | +4.8% | -3.0% | +7.8% | +4.4% |
| 30D | -31.0% | +4.8% | -35.8% | -30.7% |
| 3M | -58.7% | -12.8% | -45.9% | -58.9% |
| 6M | -67.7% | +5.0% | -72.7% | -68.2% |
| YTD | -53.5% | -29.1% | -24.5% | -52.9% |
| 1Y | -54.1% | -26.4% | -27.7% | -53.6% |
| 3Y | +138.2% | -21.6% | +159.8% | +126.8% |
| 5Y | -18.5% | -35.2% | +16.7% | -20.9% |
| All | -30.7% | -45.6% | +14.9% | -33.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling