+26.9%
CIFR vs NYT
+38.8%
-11.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.5% | +5.2% | +5.4% |
| 7D | -5.0% | -0.6% | -4.4% | -4.5% |
| 30D | -5.7% | +4.6% | -10.3% | -8.5% |
| 3M | -25.5% | -9.6% | -16.0% | -23.1% |
| 6M | +19.4% | -14.0% | +33.4% | +25.8% |
| YTD | +14.2% | -2.8% | +17.0% | +7.4% |
| 1Y | +69.0% | +15.6% | +53.4% | +33.6% |
| 3Y | +503.9% | +56.3% | +447.6% | +251.8% |
| All | +26.9% | +38.8% | -11.9% | -26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling