-71.1%
CIFR vs NYT
+16.5%
-87.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | -0.9% | -19.0% | -20.4% |
| 7D | -26.7% | -3.9% | -22.8% | -28.1% |
| 30D | -58.0% | +4.3% | -62.3% | -57.2% |
| 3M | -68.1% | -11.7% | -56.4% | -69.7% |
| 6M | -63.7% | -14.4% | -49.2% | -64.7% |
| YTD | -56.0% | -3.0% | -52.9% | -50.8% |
| 1Y | -71.1% | +16.5% | -87.7% | -49.1% |
| All | -71.1% | +16.5% | -87.7% | -49.1% |
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