-27.8%
CIFR vs MTB
+166.3%
-194.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.7% | +0.7% |
| 7D | +28.8% | 0.0% | +28.8% | +28.8% |
| 30D | -36.9% | +0.8% | -37.8% | -37.4% |
| 3M | -60.0% | -12.8% | -47.2% | -56.9% |
| 6M | -64.4% | +6.7% | -71.1% | -66.3% |
| YTD | -51.6% | +11.3% | -62.9% | -55.4% |
| 1Y | -58.9% | +20.2% | -79.0% | -63.9% |
| 3Y | +139.9% | +103.8% | +36.2% | +78.2% |
| 5Y | -15.1% | +60.9% | -76.0% | -30.3% |
| All | -27.8% | +166.3% | -194.1% | -41.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling