-58.9%
CIFR vs REPL
+142.3%
-201.2%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.4% | +0.6% |
| 7D | +28.8% | +9.8% | +19.0% | +28.6% |
| 30D | -36.9% | +81.5% | -118.5% | -37.3% |
| 3M | -60.0% | +44.2% | -104.2% | -60.2% |
| 6M | -64.4% | +437.4% | -501.8% | -63.7% |
| YTD | -51.6% | +126.1% | -177.7% | -51.9% |
| 1Y | -58.9% | +143.1% | -202.0% | -61.9% |
| All | -58.9% | +142.3% | -201.2% | -61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 1y: compounded portfolio wealth divided by compounded REPL 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…
1y analysis · Full analysis span regression · 6 months rolling