+68.7%
CIFR vs REPL
+48.4%
+20.3%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +8.0% | +9.9% | +17.6% |
| 7D | -10.2% | +22.8% | -33.0% | -10.8% |
| 30D | -55.0% | +63.8% | -118.8% | -55.8% |
| 3M | -64.1% | +68.1% | -132.2% | -64.8% |
| 6M | -70.1% | +528.5% | -598.6% | -72.7% |
| YTD | -55.7% | +122.4% | -178.1% | -58.7% |
| 1Y | -69.9% | +154.4% | -224.2% | -72.2% |
| 3Y | +68.7% | +68.0% | +0.7% | +32.8% |
| All | +68.7% | +48.4% | +20.3% | +32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling