+487.4%
CIFR vs P
+158.6%
+328.8%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.4% | +0.7% | +1.4% |
| 7D | +16.9% | +6.5% | +10.4% | +13.2% |
| 30D | -5.2% | +18.8% | -24.0% | -15.7% |
| 3M | -30.6% | +26.7% | -57.3% | -39.9% |
| 6M | +10.6% | +62.2% | -51.6% | -18.2% |
| YTD | +20.2% | +48.5% | -28.3% | -7.6% |
| 1Y | +139.7% | +26.4% | +113.3% | +92.3% |
| All | +487.4% | +158.6% | +328.8% | +257.4% |
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