-71.1%
CIFR vs TECK
+59.3%
-130.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +4.3% | -24.2% | -24.0% |
| 7D | -26.7% | +2.3% | -29.0% | -29.3% |
| 30D | -58.0% | -5.0% | -53.0% | -56.1% |
| 3M | -68.1% | -0.3% | -67.8% | -68.3% |
| 6M | -63.7% | +13.9% | -77.5% | -68.8% |
| YTD | -56.0% | +35.2% | -91.2% | -67.4% |
| 1Y | -71.1% | +57.5% | -128.7% | -82.1% |
| All | -71.1% | +59.3% | -130.4% | -82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 1y: compounded portfolio wealth divided by compounded TECK 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…
1y analysis · Full analysis span regression · 6 months rolling