-71.1%
CIFR vs TEVA
+106.6%
-177.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | -0.1% | -19.8% | -19.9% |
| 7D | -26.7% | +4.7% | -31.4% | -27.5% |
| 30D | -58.0% | +5.5% | -63.5% | -58.5% |
| 3M | -68.1% | +21.6% | -89.7% | -69.6% |
| 6M | -63.7% | +18.4% | -82.1% | -64.8% |
| YTD | -56.0% | +34.1% | -90.1% | -60.8% |
| 1Y | -71.1% | +104.5% | -175.7% | -81.4% |
| All | -71.1% | +106.6% | -177.7% | -81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 1y: compounded portfolio wealth divided by compounded TEVA 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…
1y analysis · Full analysis span regression · 6 months rolling