+51.0%
CIFR vs PATH
-76.4%
+127.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -16.6% | +18.8% | +11.2% |
| 7D | +16.9% | -16.3% | +33.2% | +27.2% |
| 30D | -5.2% | +9.9% | -15.1% | -13.0% |
| 3M | -30.6% | +30.2% | -60.7% | -44.9% |
| 6M | +10.6% | +37.2% | -26.6% | -20.4% |
| YTD | +20.2% | -7.3% | +27.5% | +8.2% |
| 1Y | +139.7% | +40.0% | +99.7% | +57.0% |
| 3Y | +489.4% | -4.4% | +493.8% | +373.4% |
| All | +51.0% | -76.4% | +127.4% | +65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PATH.
Daily Out/Under-Performance
Portfolio return minus PATH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PATH 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 PATH 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