+505.7%
CIFR vs MO
+93.0%
+412.8%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.4% | -8.3% | -8.8% |
| 7D | +11.3% | -2.4% | +13.7% | +10.5% |
| 30D | +3.5% | +3.6% | -0.1% | +4.9% |
| 3M | -26.6% | -3.7% | -22.9% | -27.6% |
| 6M | +18.1% | +4.5% | +13.6% | +15.1% |
| YTD | +14.5% | +21.5% | -7.0% | +8.8% |
| 1Y | +83.3% | +9.5% | +73.8% | +77.0% |
| All | +505.7% | +93.0% | +412.8% | +220.5% |
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