+138.2%
CIFR vs MO
+145.0%
-6.8%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.0% | -3.5% |
| 7D | +4.8% | +3.3% | +1.5% | +6.8% |
| 30D | -31.0% | +7.5% | -38.5% | -27.6% |
| 3M | -58.7% | +22.8% | -81.5% | -53.7% |
| 6M | -67.7% | +13.4% | -81.1% | -65.0% |
| YTD | -53.5% | +43.0% | -96.5% | -50.0% |
| 1Y | -54.1% | +45.2% | -99.3% | -50.6% |
| 3Y | +138.2% | +145.5% | -7.3% | +22.2% |
| All | +138.2% | +145.0% | -6.8% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 MO 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