-64.1%
CIFR vs S
+7.8%
-71.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +1.6% | +16.3% | +17.7% |
| 7D | -10.2% | -13.4% | +3.2% | -8.8% |
| 30D | -55.0% | -14.0% | -41.1% | -54.8% |
| 3M | -64.1% | +4.9% | -68.9% | -60.7% |
| All | -64.1% | +7.8% | -71.8% | -60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 3mo: compounded portfolio wealth divided by compounded S 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…
3mo analysis · Full analysis span regression · Available span rolling