+489.4%
CIFR vs SPOT
+239.4%
+250.0%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.2% | +5.3% | +3.0% |
| 7D | +16.9% | -0.9% | +17.9% | +17.2% |
| 30D | -5.2% | +12.5% | -17.7% | -9.2% |
| 3M | -30.6% | +9.9% | -40.5% | -33.7% |
| 6M | +10.6% | +1.6% | +9.0% | +7.6% |
| YTD | +20.2% | -6.6% | +26.8% | +20.2% |
| 1Y | +139.7% | -22.9% | +162.7% | +157.1% |
| All | +489.4% | +239.4% | +250.0% | +194.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling