+61.0%
CIFR vs NYT
+60.3%
+0.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | 0.0% | -5.6% | -5.7% |
| 7D | -8.2% | -0.7% | -7.5% | -7.8% |
| 30D | -7.4% | +4.5% | -11.8% | -9.7% |
| 3M | -24.2% | -8.5% | -15.6% | -22.5% |
| 6M | +14.2% | -15.1% | +29.2% | +20.5% |
| YTD | +8.0% | -3.3% | +11.3% | +3.5% |
| 1Y | +55.5% | +17.0% | +38.5% | +27.8% |
| 3Y | +429.6% | +55.7% | +373.9% | +251.5% |
| 5Y | +20.8% | +38.9% | -18.1% | -25.4% |
| All | +61.0% | +60.3% | +0.7% | -0.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling