+118.3%
CIFR vs SPOT
+255.8%
-137.5%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.0% | +3.0% | +3.9% |
| 7D | -0.7% | +2.5% | -3.3% | -1.3% |
| 30D | -49.6% | +15.1% | -64.7% | -51.2% |
| 3M | -60.4% | +24.8% | -85.1% | -62.8% |
| 6M | -66.9% | +45.8% | -112.6% | -70.8% |
| YTD | -53.9% | +4.9% | -58.8% | -55.2% |
| 1Y | -67.1% | -1.3% | -65.8% | -67.3% |
| 3Y | +118.3% | +257.7% | -139.4% | +110.3% |
| All | +118.3% | +255.8% | -137.5% | +110.3% |
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