+139.7%
CIFR vs NYT
+15.2%
+124.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +2.3% |
| 7D | +16.9% | -1.3% | +18.2% | +16.2% |
| 30D | -5.2% | +2.7% | -7.9% | -3.6% |
| 3M | -30.6% | -10.3% | -20.3% | -33.2% |
| 6M | +10.6% | -16.6% | +27.2% | +2.9% |
| YTD | +20.2% | -2.3% | +22.5% | +40.2% |
| 1Y | +139.7% | +15.0% | +124.7% | +334.8% |
| All | +139.7% | +15.2% | +124.5% | +334.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 1y: compounded portfolio wealth divided by compounded NYT 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…
1y analysis · Full analysis span regression · 6 months rolling