-43.9%
CIFR vs RF
+183.0%
-227.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | -2.1% | -12.5% | -13.2% |
| 7D | -31.5% | -1.6% | -29.9% | -30.9% |
| 30D | -64.2% | +5.0% | -69.2% | -65.5% |
| 3M | -70.3% | -10.0% | -60.4% | -68.4% |
| 6M | -74.9% | +3.3% | -78.2% | -76.0% |
| YTD | -62.4% | +7.9% | -70.3% | -65.4% |
| 1Y | -77.5% | +21.2% | -98.8% | -81.0% |
| 3Y | +35.4% | +105.8% | -70.4% | -6.3% |
| 5Y | -37.4% | +43.7% | -81.2% | -51.7% |
| All | -43.9% | +183.0% | -227.0% | -57.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling