+29.3%
CIFR vs TECK
+213.6%
-184.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -2.3% | -6.4% | -7.4% |
| 7D | +11.3% | +4.9% | +6.5% | +8.7% |
| 30D | +3.5% | +5.2% | -1.7% | +0.7% |
| 3M | -26.6% | +13.8% | -40.4% | -31.8% |
| 6M | +18.1% | +38.5% | -20.4% | -0.2% |
| YTD | +14.5% | +47.3% | -32.8% | -5.2% |
| 1Y | +83.3% | +81.0% | +2.3% | +38.0% |
| 3Y | +461.5% | +79.9% | +381.6% | +327.2% |
| 5Y | +29.3% | +207.9% | -178.6% | -1.3% |
| All | +29.3% | +213.6% | -184.3% | -1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling