-64.4%
CIFR vs TEM
+57.8%
-122.2%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.5% | +5.0% | +1.9% |
| 7D | +28.8% | +7.8% | +21.1% | +26.0% |
| 30D | -36.9% | +11.2% | -48.2% | -38.3% |
| 3M | -60.0% | +39.0% | -99.0% | -62.7% |
| 6M | -64.4% | +61.6% | -126.0% | -68.9% |
| All | -64.4% | +57.8% | -122.2% | -68.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling