+69.0%
CIFR vs TEVA
+89.1%
-20.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.0% | +3.7% | +5.0% |
| 7D | -5.0% | +2.0% | -7.0% | -5.6% |
| 30D | -5.7% | +1.0% | -6.7% | -6.1% |
| 3M | -25.5% | +7.3% | -32.9% | -27.3% |
| 6M | +19.4% | +21.7% | -2.3% | +5.9% |
| YTD | +14.2% | +18.8% | -4.7% | +3.5% |
| 1Y | +69.0% | +86.5% | -17.5% | +15.3% |
| All | +69.0% | +89.1% | -20.1% | +15.3% |
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