+31.9%
CIFR vs TEM
+101.4%
-69.4%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.6% | +0.5% | -2.5% |
| 7D | -19.6% | +3.5% | -23.1% | -20.1% |
| 30D | -51.7% | +13.5% | -65.2% | -53.6% |
| 3M | -60.0% | +46.3% | -106.3% | -66.0% |
| 6M | -68.2% | +61.5% | -129.8% | -74.5% |
| YTD | -55.8% | +36.4% | -92.2% | -62.7% |
| 1Y | -66.8% | +12.2% | -79.0% | -69.7% |
| All | +31.9% | +101.4% | -69.4% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 3y: compounded portfolio wealth divided by compounded TEM 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…
3y analysis · Full analysis span regression · 6 months rolling