-71.1%
CIFR vs TAP
+4.4%
-75.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +3.0% | -23.0% | -17.3% |
| 7D | -26.7% | +9.9% | -36.7% | -19.8% |
| 30D | -58.0% | +18.1% | -76.1% | -51.3% |
| 3M | -68.1% | +3.2% | -71.3% | -65.7% |
| 6M | -63.7% | +8.4% | -72.1% | -59.3% |
| YTD | -56.0% | -4.4% | -51.5% | -53.7% |
| 1Y | -71.1% | +3.2% | -74.4% | -70.8% |
| All | -71.1% | +4.4% | -75.5% | -70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 1y: compounded portfolio wealth divided by compounded TAP 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…
1y analysis · Full analysis span regression · 6 months rolling