+138.2%
CIFR vs TAP
-22.2%
+160.3%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.2% | -7.3% | -3.2% |
| 7D | +4.8% | +1.3% | +3.5% | +5.3% |
| 30D | -31.0% | +5.7% | -36.7% | -30.0% |
| 3M | -58.7% | -1.9% | -56.8% | -58.2% |
| 6M | -67.7% | +0.9% | -68.6% | -67.3% |
| YTD | -53.5% | -9.5% | -44.0% | -52.8% |
| 1Y | -54.1% | -9.0% | -45.1% | -53.5% |
| 3Y | +138.2% | -22.2% | +160.4% | +145.7% |
| All | +138.2% | -22.2% | +160.3% | +145.7% |
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