-27.8%
CIFR vs TECH
+12.7%
-40.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | +28.8% | +0.2% | +28.6% | +28.7% |
| 30D | -36.9% | +0.5% | -37.4% | -37.1% |
| 3M | -60.0% | +1.0% | -60.9% | -60.2% |
| 6M | -64.4% | +54.1% | -118.4% | -73.2% |
| YTD | -51.6% | +24.4% | -75.9% | -59.5% |
| 1Y | -58.9% | +19.3% | -78.2% | -64.7% |
| 3Y | +139.9% | +28.5% | +111.4% | +85.4% |
| 5Y | -15.1% | -41.0% | +25.9% | -1.0% |
| All | -27.8% | +12.7% | -40.5% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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