+273.9%
CIFR vs TEM
+60.7%
+213.2%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.9% | +4.5% |
| 7D | +26.7% | +3.2% | +23.5% | +25.4% |
| 30D | +7.7% | +23.5% | -15.8% | -1.6% |
| 3M | -23.8% | +32.3% | -56.1% | -33.2% |
| 6M | +35.9% | +23.0% | +12.9% | +20.4% |
| YTD | +25.4% | +8.9% | +16.5% | +16.2% |
| 1Y | +139.8% | -19.9% | +159.6% | +147.3% |
| All | +273.9% | +60.7% | +213.2% | +227.6% |
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