+79.2%
CIFR vs OTIS
+21.1%
+58.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.3% |
| 7D | +16.9% | -0.7% | +17.7% | +17.5% |
| 30D | -5.2% | -2.0% | -3.2% | -4.2% |
| 3M | -30.6% | +2.6% | -33.1% | -33.0% |
| 6M | +10.6% | -20.9% | +31.5% | +25.9% |
| YTD | +20.2% | -17.1% | +37.3% | +31.7% |
| 1Y | +139.7% | -15.9% | +155.6% | +157.1% |
| 3Y | +489.4% | -12.7% | +502.1% | +521.8% |
| 5Y | +54.4% | -15.7% | +70.1% | +52.3% |
| All | +79.2% | +21.1% | +58.1% | +71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 OTIS 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