-21.0%
CIFR vs REPL
-35.0%
+14.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.6% | -4.0% |
| 7D | +4.8% | +1.2% | +3.6% | +4.7% |
| 30D | -31.0% | +92.2% | -123.2% | -33.5% |
| 3M | -58.7% | +44.1% | -102.8% | -59.7% |
| 6M | -67.7% | +313.0% | -380.7% | -71.3% |
| YTD | -53.5% | +125.2% | -178.7% | -59.0% |
| 1Y | -54.1% | +143.8% | -197.8% | -59.7% |
| 3Y | +138.2% | +104.2% | +34.0% | +59.9% |
| All | -21.0% | -35.0% | +14.0% | -31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling