-3.3%
CIFR vs MULL
+1,351.1%
-1,354.4%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +24.0% | -15.1% | 0.0% |
| 7D | +9.4% | -2.5% | +11.9% | +8.1% |
| 30D | -45.3% | -40.1% | -5.2% | -34.8% |
| 3M | -58.7% | -28.2% | -30.5% | -54.6% |
| 6M | -64.9% | -39.6% | -25.4% | -65.1% |
| YTD | -51.8% | +262.6% | -314.5% | -78.4% |
| 1Y | -61.9% | +366.2% | -428.1% | -85.3% |
| All | -3.3% | +1,351.1% | -1,354.4% | -80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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