-35.5%
CIFR vs PATH
-79.4%
+43.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +2.9% | -22.8% | -21.4% |
| 7D | -26.7% | -4.8% | -21.9% | -25.2% |
| 30D | -58.0% | +2.7% | -60.7% | -58.7% |
| 3M | -68.1% | -4.2% | -63.9% | -69.0% |
| 6M | -63.7% | +24.7% | -88.4% | -71.6% |
| YTD | -56.0% | -17.6% | -38.4% | -58.3% |
| 1Y | -71.1% | -5.3% | -65.8% | -75.2% |
| 3Y | +58.5% | -22.0% | +80.5% | +45.2% |
| 5Y | -23.6% | -76.5% | +52.9% | -11.8% |
| All | -35.5% | -79.4% | +43.9% | -27.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling