+79.2%
CIFR vs OMC
+97.3%
-18.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.5% | +4.6% | +3.1% |
| 7D | +16.9% | -6.4% | +23.4% | +20.0% |
| 30D | -5.2% | +1.1% | -6.3% | -6.2% |
| 3M | -30.6% | +10.4% | -41.0% | -35.7% |
| 6M | +10.6% | -1.7% | +12.3% | +8.5% |
| YTD | +20.2% | +4.4% | +15.7% | +12.3% |
| 1Y | +139.7% | +8.4% | +131.3% | +114.4% |
| 3Y | +489.4% | +14.4% | +475.0% | +411.4% |
| 5Y | +54.4% | +33.9% | +20.5% | +23.3% |
| All | +79.2% | +97.3% | -18.1% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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