+118.3%
CIFR vs RF
+115.2%
+3.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.2% | +1.9% | +1.5% |
| 7D | -0.7% | -0.1% | -0.6% | -0.9% |
| 30D | -49.6% | +7.0% | -56.7% | -53.9% |
| 3M | -60.4% | -7.0% | -53.3% | -57.4% |
| 6M | -66.9% | +6.8% | -73.6% | -71.1% |
| YTD | -53.9% | +9.9% | -63.8% | -62.3% |
| 1Y | -67.1% | +21.1% | -88.2% | -76.7% |
| 3Y | +118.3% | +119.6% | -1.4% | -18.4% |
| All | +118.3% | +115.2% | +3.1% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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