+138.2%
CIFR vs S
+41.6%
+96.6%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -3.8% |
| 7D | +4.8% | +2.0% | +2.8% | +3.6% |
| 30D | -31.0% | -2.7% | -28.3% | -30.0% |
| 3M | -58.7% | -6.9% | -51.8% | -58.0% |
| 6M | -67.7% | +38.1% | -105.8% | -75.4% |
| YTD | -53.5% | +48.0% | -101.5% | -67.3% |
| 1Y | -54.1% | +34.5% | -88.5% | -66.0% |
| 3Y | +138.2% | +38.3% | +99.9% | +121.5% |
| All | +138.2% | +41.6% | +96.6% | +121.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling