-28.2%
CIFR vs O
+41.4%
-69.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.1% | +8.8% | +8.9% |
| 7D | +9.4% | +0.6% | +8.8% | +9.2% |
| 30D | -45.3% | +9.4% | -54.7% | -47.1% |
| 3M | -58.7% | -2.4% | -56.3% | -58.4% |
| 6M | -64.9% | -1.9% | -63.1% | -65.3% |
| YTD | -51.8% | +10.5% | -62.3% | -55.1% |
| 1Y | -61.9% | +10.0% | -71.9% | -64.5% |
| 3Y | +138.6% | +40.5% | +98.1% | +92.4% |
| 5Y | -13.0% | +10.2% | -23.2% | -22.6% |
| All | -28.2% | +41.4% | -69.6% | -36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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