+68.7%
CIFR vs TAP
-23.7%
+92.4%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -4.5% | +22.4% | +16.8% |
| 7D | -10.2% | +0.5% | -10.7% | -10.0% |
| 30D | -55.0% | +9.1% | -64.2% | -54.4% |
| 3M | -64.1% | -3.8% | -60.3% | -63.8% |
| 6M | -70.1% | -3.4% | -66.7% | -69.8% |
| YTD | -55.7% | -10.6% | -45.0% | -55.2% |
| 1Y | -69.9% | -4.4% | -65.4% | -70.3% |
| 3Y | +68.7% | -24.4% | +93.1% | +62.0% |
| All | +68.7% | -23.7% | +92.4% | +62.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling