+61.0%
CIFR vs TECK
+419.6%
-358.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -6.3% | +0.6% | -2.6% |
| 7D | -8.2% | -4.2% | -4.0% | -6.2% |
| 30D | -7.4% | -0.4% | -7.0% | -7.0% |
| 3M | -24.2% | +10.1% | -34.3% | -27.5% |
| 6M | +14.2% | +26.0% | -11.8% | +4.1% |
| YTD | +8.0% | +38.0% | -30.0% | -4.3% |
| 1Y | +55.5% | +63.8% | -8.3% | +29.1% |
| 3Y | +429.6% | +68.5% | +361.1% | +339.8% |
| 5Y | +20.8% | +179.2% | -158.4% | -5.3% |
| All | +61.0% | +419.6% | -358.6% | +23.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling