+76.0%
CIFR vs PATH
-76.8%
+152.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -16.6% | +18.8% | +10.6% |
| 7D | +16.9% | -16.3% | +33.2% | +26.5% |
| 30D | -5.2% | +9.9% | -15.1% | -12.4% |
| 3M | -30.6% | +30.2% | -60.7% | -44.0% |
| 6M | +10.6% | +37.2% | -26.6% | -18.4% |
| YTD | +20.2% | -7.3% | +27.5% | +9.2% |
| 1Y | +139.7% | +40.0% | +99.7% | +63.1% |
| 3Y | +489.4% | -4.4% | +493.8% | +389.9% |
| 5Y | +54.4% | -76.0% | +130.4% | +67.2% |
| All | +76.0% | -76.8% | +152.8% | +90.0% |
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