-71.1%
CIFR vs MKTX
+5.4%
-76.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | 0.0% | -19.9% | -19.9% |
| 7D | -26.7% | +0.5% | -27.2% | -26.9% |
| 30D | -58.0% | +1.0% | -59.0% | -58.2% |
| 3M | -68.1% | +2.5% | -70.6% | -68.4% |
| 6M | -63.7% | +8.0% | -71.7% | -69.5% |
| YTD | -56.0% | -7.3% | -48.7% | -65.6% |
| 1Y | -71.1% | +4.7% | -75.8% | -75.8% |
| All | -71.1% | +5.4% | -76.5% | -75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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