-71.1%
CIFR vs OSCR
+104.5%
-175.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +8.6% | -28.5% | -22.3% |
| 7D | -26.7% | +15.5% | -42.2% | -30.1% |
| 30D | -58.0% | +8.5% | -66.6% | -59.2% |
| 3M | -68.1% | +15.8% | -83.9% | -69.9% |
| 6M | -63.7% | +89.5% | -153.2% | -73.0% |
| YTD | -56.0% | +144.9% | -200.8% | -72.6% |
| 1Y | -71.1% | +105.1% | -176.2% | -80.5% |
| All | -71.1% | +104.5% | -175.6% | -80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 1y: compounded portfolio wealth divided by compounded OSCR 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…
1y analysis · Full analysis span regression · 6 months rolling