+79.2%
CIFR vs P
+434.1%
-354.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.4% | +0.7% | +1.4% |
| 7D | +16.9% | +6.5% | +10.4% | +13.4% |
| 30D | -5.2% | +18.8% | -24.0% | -15.1% |
| 3M | -30.6% | +26.7% | -57.3% | -39.2% |
| 6M | +10.6% | +62.2% | -51.6% | -16.4% |
| YTD | +20.2% | +48.5% | -28.3% | -5.8% |
| 1Y | +139.7% | +26.4% | +113.3% | +96.8% |
| 3Y | +489.4% | +159.4% | +330.0% | +227.9% |
| 5Y | +54.4% | +275.8% | -221.4% | -28.2% |
| All | +79.2% | +434.1% | -354.9% | -21.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling