+43.6%
CIFR vs TEM
+98.6%
-54.9%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -1.4% | +10.3% | +9.4% |
| 7D | +9.4% | +5.1% | +4.3% | +7.9% |
| 30D | -45.3% | +16.8% | -62.1% | -48.0% |
| 3M | -58.7% | +42.6% | -101.3% | -64.6% |
| 6M | -64.9% | +63.9% | -128.8% | -72.1% |
| YTD | -51.8% | +34.5% | -86.3% | -59.2% |
| 1Y | -61.9% | +11.0% | -72.9% | -65.2% |
| All | +43.6% | +98.6% | -54.9% | +15.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling