-64.1%
CIFR vs TAP
-6.6%
-57.4%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -4.5% | +22.4% | +10.9% |
| 7D | -10.2% | +0.5% | -10.7% | -9.0% |
| 30D | -55.0% | +9.1% | -64.2% | -48.5% |
| 3M | -64.1% | -3.8% | -60.3% | -63.3% |
| All | -64.1% | -6.6% | -57.4% | -63.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling