+79.2%
CIFR vs MO
+171.3%
-92.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.1% |
| 7D | +16.9% | +0.3% | +16.6% | +16.9% |
| 30D | -5.2% | +0.6% | -5.8% | -5.1% |
| 3M | -30.6% | -1.0% | -29.6% | -31.6% |
| 6M | +10.6% | +4.3% | +6.3% | +7.2% |
| YTD | +20.2% | +23.3% | -3.1% | +11.0% |
| 1Y | +139.7% | +10.5% | +129.3% | +127.7% |
| 3Y | +489.4% | +96.3% | +393.1% | +323.1% |
| 5Y | +54.4% | +98.9% | -44.5% | +16.8% |
| All | +79.2% | +171.3% | -92.1% | +34.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling