+563.4%
CIFR vs TE
-19.7%
+583.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +10.0% | -5.7% | +0.8% |
| 7D | +26.7% | +18.2% | +8.5% | +19.6% |
| 30D | +7.7% | -13.5% | +21.2% | +12.9% |
| 3M | -23.8% | -44.6% | +20.8% | -8.9% |
| 6M | +35.9% | -24.7% | +60.6% | +35.4% |
| YTD | +25.4% | -24.3% | +49.7% | +24.4% |
| 1Y | +139.8% | +155.6% | -15.8% | +38.2% |
| All | +563.4% | -19.7% | +583.1% | +353.3% |
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