-33.9%
CIFR vs REPL
-48.8%
+15.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +8.0% | +9.9% | +17.5% |
| 7D | -10.2% | +22.8% | -33.0% | -11.2% |
| 30D | -55.0% | +63.8% | -118.8% | -56.2% |
| 3M | -64.1% | +68.1% | -132.2% | -65.2% |
| 6M | -70.1% | +528.5% | -598.6% | -74.3% |
| YTD | -55.7% | +122.4% | -178.1% | -60.8% |
| 1Y | -69.9% | +154.4% | -224.2% | -73.7% |
| 3Y | +68.7% | +68.0% | +0.7% | +20.4% |
| 5Y | -26.2% | -35.4% | +9.2% | -44.4% |
| All | -33.9% | -48.8% | +15.0% | -50.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling