+29.3%
CIFR vs MTB
+103.4%
-74.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.2% | -8.5% | -8.5% |
| 7D | +11.3% | +1.1% | +10.3% | +10.5% |
| 30D | +3.5% | -4.6% | +8.1% | +7.5% |
| 3M | -26.6% | +6.3% | -32.9% | -31.4% |
| 6M | +18.1% | +15.6% | +2.5% | +3.2% |
| YTD | +14.5% | +20.6% | -6.1% | -4.4% |
| 1Y | +83.3% | +22.5% | +60.8% | +50.1% |
| 3Y | +461.5% | +114.4% | +347.0% | +235.9% |
| 5Y | +29.3% | +101.9% | -72.6% | -19.3% |
| All | +29.3% | +103.4% | -74.1% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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