+148.3%
CIFR vs P
+203.4%
-55.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.4% | -2.8% | -1.4% |
| 7D | +28.8% | +17.8% | +11.0% | +17.7% |
| 30D | -36.9% | -29.9% | -7.1% | -22.3% |
| 3M | -60.0% | -1.2% | -58.8% | -59.9% |
| 6M | -64.4% | +32.1% | -96.5% | -70.1% |
| YTD | -51.6% | +64.3% | -115.9% | -64.5% |
| 1Y | -58.9% | +24.3% | -83.1% | -66.7% |
| All | +148.3% | +203.4% | -55.1% | +45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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