+68.7%
CIFR vs RF
+104.8%
-36.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -0.4% | +18.3% | +18.3% |
| 7D | -10.2% | -0.9% | -9.3% | -9.8% |
| 30D | -55.0% | +6.0% | -61.1% | -58.5% |
| 3M | -64.1% | -8.9% | -55.2% | -60.4% |
| 6M | -70.1% | +2.3% | -72.5% | -72.6% |
| YTD | -55.7% | +7.6% | -63.2% | -63.0% |
| 1Y | -69.9% | +21.2% | -91.0% | -79.0% |
| 3Y | +68.7% | +108.5% | -39.8% | -38.3% |
| All | +68.7% | +104.8% | -36.1% | -38.3% |
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