+67.5%
CIFR vs NET
+314.6%
-247.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | -2.6% | -17.4% | -18.7% |
| 7D | -26.7% | -16.4% | -10.4% | -19.5% |
| 30D | -58.0% | -25.8% | -32.2% | -51.2% |
| 3M | -68.1% | -11.5% | -56.6% | -66.9% |
| 6M | -63.7% | +18.9% | -82.6% | -69.5% |
| YTD | -56.0% | +35.2% | -91.2% | -67.5% |
| 1Y | -71.1% | +14.5% | -85.6% | -76.1% |
| All | +67.5% | +314.6% | -247.1% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 NET 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