-66.8%
CIFR vs MOD
-35.8%
-30.9%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.9% | -1.2% | -1.9% |
| 7D | -19.6% | -17.8% | -1.7% | -6.0% |
| 30D | -51.7% | -43.2% | -8.5% | -25.5% |
| 3M | -60.0% | -46.0% | -14.0% | -36.2% |
| 6M | -68.2% | -62.2% | -6.0% | -36.5% |
| YTD | -55.8% | -22.8% | -33.0% | -36.6% |
| 1Y | -66.8% | -35.5% | -31.3% | -46.7% |
| All | -66.8% | -35.8% | -30.9% | -46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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