+79.2%
CIFR vs TAP
+37.3%
+41.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.1% |
| 7D | +16.9% | -2.3% | +19.3% | +17.0% |
| 30D | -5.2% | -2.1% | -3.0% | -5.2% |
| 3M | -30.6% | +6.6% | -37.2% | -31.1% |
| 6M | +10.6% | -11.5% | +22.1% | +11.4% |
| YTD | +20.2% | -10.3% | +30.5% | +20.4% |
| 1Y | +139.7% | -14.4% | +154.1% | +141.3% |
| 3Y | +489.4% | -28.3% | +517.7% | +505.2% |
| 5Y | +54.4% | +1.7% | +52.7% | +60.3% |
| All | +79.2% | +37.3% | +41.9% | +84.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling