+146.9%
CIFR vs TE
+22.4%
+124.5%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +2.9% | +6.0% | +7.8% |
| 7D | +9.4% | -22.0% | +31.4% | +20.5% |
| 30D | -45.3% | -33.6% | -11.7% | -35.7% |
| 3M | -58.7% | -61.1% | +2.4% | -41.6% |
| 6M | -64.9% | -64.7% | -0.2% | -51.8% |
| YTD | -51.8% | -68.1% | +16.3% | -34.1% |
| 1Y | -61.9% | -51.7% | -10.2% | -55.9% |
| All | +146.9% | +22.4% | +124.5% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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