+68.7%
CIFR vs S
+34.5%
+34.2%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +1.6% | +16.3% | +17.1% |
| 7D | -10.2% | -13.4% | +3.2% | -3.0% |
| 30D | -55.0% | -14.0% | -41.1% | -51.1% |
| 3M | -64.1% | +4.9% | -68.9% | -66.1% |
| 6M | -70.1% | +42.0% | -112.1% | -77.7% |
| YTD | -55.7% | +45.1% | -100.8% | -68.5% |
| 1Y | -69.9% | +33.1% | -102.9% | -77.6% |
| 3Y | +68.7% | +40.6% | +28.1% | +17.8% |
| All | +68.7% | +34.5% | +34.2% | +17.8% |
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