+515.0%
CIFR vs SPOT
+230.8%
+284.2%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-08 to 2026-09-08.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.5% | +6.9% | +5.0% |
| 7D | +26.7% | -2.9% | +29.5% | +27.6% |
| 30D | +7.7% | +8.3% | -0.6% | +4.3% |
| 3M | -23.8% | +5.1% | -28.9% | -26.2% |
| 6M | +35.9% | -6.5% | +42.4% | +36.3% |
| YTD | +25.4% | -9.0% | +34.4% | +26.2% |
| 1Y | +139.8% | -26.4% | +166.2% | +161.3% |
| 3Y | +515.0% | +240.0% | +274.9% | +209.7% |
| All | +515.0% | +230.8% | +284.2% | +209.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 2023-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded SPOT 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…
2023-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling