+503.9%
CIFR vs TEVA
+280.8%
+223.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.0% | +3.7% | +4.9% |
| 7D | -5.0% | +2.0% | -7.0% | -5.7% |
| 30D | -5.7% | +1.0% | -6.7% | -6.2% |
| 3M | -25.5% | +7.3% | -32.9% | -28.8% |
| 6M | +19.4% | +21.7% | -2.3% | +6.8% |
| YTD | +14.2% | +18.8% | -4.7% | +3.4% |
| 1Y | +69.0% | +86.5% | -17.5% | +23.7% |
| 3Y | +503.9% | +269.4% | +234.5% | +132.1% |
| All | +503.9% | +280.8% | +223.1% | +132.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling