+138.2%
CIFR vs ONON
+24.8%
+113.4%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.7% | -5.7% | -4.7% |
| 7D | +4.8% | -10.0% | +14.8% | +9.3% |
| 30D | -31.0% | -5.3% | -25.7% | -30.2% |
| 3M | -58.7% | +6.5% | -65.2% | -60.6% |
| 6M | -67.7% | -5.0% | -62.7% | -69.1% |
| YTD | -53.5% | -27.6% | -25.9% | -49.2% |
| 1Y | -54.1% | -20.7% | -33.4% | -52.4% |
| 3Y | +138.2% | +26.6% | +111.6% | +48.6% |
| All | +138.2% | +24.8% | +113.4% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 3y: compounded portfolio wealth divided by compounded ONON 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…
3y analysis · Full analysis span regression · 6 months rolling