+79.2%
CIFR vs TECK
+444.8%
-365.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +1.9% |
| 7D | +16.9% | -0.3% | +17.3% | +17.3% |
| 30D | -5.2% | +4.6% | -9.8% | -7.2% |
| 3M | -30.6% | +2.8% | -33.4% | -31.4% |
| 6M | +10.6% | +24.9% | -14.3% | +0.9% |
| YTD | +20.2% | +44.7% | -24.6% | +4.0% |
| 1Y | +139.7% | +112.0% | +27.7% | +80.6% |
| 3Y | +489.4% | +67.6% | +421.8% | +382.7% |
| 5Y | +54.4% | +200.3% | -146.0% | +18.0% |
| All | +79.2% | +444.8% | -365.6% | +34.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling