+51.0%
CIFR vs MOD
+1,486.5%
-1,435.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.3% | -2.2% | -0.3% |
| 7D | +16.9% | +9.6% | +7.4% | +11.2% |
| 30D | -5.2% | 0.0% | -5.2% | -4.9% |
| 3M | -30.6% | -35.4% | +4.8% | -10.4% |
| 6M | +10.6% | -7.3% | +17.9% | +17.9% |
| YTD | +20.2% | +45.8% | -25.6% | -1.7% |
| 1Y | +139.7% | +43.1% | +96.6% | +99.0% |
| 3Y | +489.4% | +297.7% | +191.7% | +208.0% |
| All | +51.0% | +1,486.5% | -1,435.5% | -62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling