-37.4%
CIFR vs PATH
-78.0%
+40.6%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | -3.7% | -10.9% | -12.7% |
| 7D | -31.5% | -5.6% | -25.9% | -29.5% |
| 30D | -64.2% | -0.7% | -63.5% | -64.1% |
| 3M | -70.3% | -5.9% | -64.5% | -70.9% |
| 6M | -74.9% | +21.6% | -96.5% | -80.4% |
| YTD | -62.4% | -20.6% | -41.8% | -63.8% |
| 1Y | -77.5% | -10.6% | -67.0% | -80.3% |
| 3Y | +35.4% | -24.9% | +60.3% | +24.0% |
| 5Y | -37.4% | -76.8% | +39.4% | -31.8% |
| All | -37.4% | -78.0% | +40.6% | -31.8% |
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