+487.4%
CIFR vs MOD
+300.6%
+186.8%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.3% | -2.2% | -0.8% |
| 7D | +16.9% | +9.6% | +7.4% | +10.1% |
| 30D | -5.2% | 0.0% | -5.2% | -5.0% |
| 3M | -30.6% | -35.4% | +4.8% | -6.5% |
| 6M | +10.6% | -7.3% | +17.9% | +18.2% |
| YTD | +20.2% | +45.8% | -25.6% | -7.1% |
| 1Y | +139.7% | +43.1% | +96.6% | +87.5% |
| All | +487.4% | +300.6% | +186.8% | +115.2% |
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