-21.0%
CIFR vs P
+279.3%
-300.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.1% | -2.9% |
| 7D | +4.8% | +11.6% | -6.8% | -1.5% |
| 30D | -31.0% | -23.7% | -7.3% | -18.6% |
| 3M | -58.7% | -8.0% | -50.7% | -56.8% |
| 6M | -67.7% | +27.9% | -95.6% | -72.5% |
| YTD | -53.5% | +61.2% | -114.7% | -65.8% |
| 1Y | -54.1% | +28.6% | -82.7% | -63.7% |
| 3Y | +138.2% | +200.5% | -62.3% | +12.9% |
| All | -21.0% | +279.3% | -300.3% | -68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling