+68.7%
CIFR vs MOD
+129.2%
-60.5%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +5.7% | +12.2% | +13.8% |
| 7D | -10.2% | -25.5% | +15.3% | +12.2% |
| 30D | -55.0% | -49.0% | -6.0% | -26.3% |
| 3M | -64.1% | -49.8% | -14.2% | -40.6% |
| 6M | -70.1% | -64.8% | -5.4% | -37.6% |
| YTD | -55.7% | -27.6% | -28.0% | -43.3% |
| 1Y | -69.9% | -35.2% | -34.7% | -59.1% |
| 3Y | +68.7% | +137.1% | -68.5% | -6.6% |
| All | +68.7% | +129.2% | -60.5% | -6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling