+87.0%
CIFR vs MKTX
-67.7%
+154.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.4% | +4.4% |
| 7D | +26.7% | +0.4% | +26.3% | +26.5% |
| 30D | +7.7% | +1.0% | +6.8% | +7.4% |
| 3M | -23.8% | +41.3% | -65.1% | -32.0% |
| 6M | +35.9% | -11.3% | +47.2% | +38.5% |
| YTD | +25.4% | -8.6% | +34.0% | +26.2% |
| 1Y | +139.8% | -11.1% | +150.8% | +141.7% |
| 3Y | +515.0% | -24.5% | +539.5% | +514.3% |
| 5Y | +52.1% | -61.4% | +113.5% | +91.7% |
| All | +87.0% | -67.7% | +154.7% | +137.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling