+70.7%
CIFR vs TDY
+76.9%
-6.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.6% | -7.1% | -7.2% |
| 7D | +11.3% | -1.8% | +13.2% | +13.4% |
| 30D | +3.5% | -13.8% | +17.3% | +18.8% |
| 3M | -26.6% | -3.9% | -22.8% | -23.3% |
| 6M | +18.1% | -9.0% | +27.1% | +30.7% |
| YTD | +14.5% | +16.5% | -2.0% | +3.2% |
| 1Y | +83.3% | +9.3% | +74.0% | +74.2% |
| 3Y | +461.5% | +45.1% | +416.4% | +334.0% |
| 5Y | +29.3% | +35.0% | -5.7% | +0.7% |
| All | +70.7% | +76.9% | -6.1% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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