+505.7%
CIFR vs TGT
+41.4%
+464.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -3.2% | -5.5% | -7.4% |
| 7D | +11.3% | -3.6% | +14.9% | +13.1% |
| 30D | +3.5% | +4.4% | -0.9% | +1.0% |
| 3M | -26.6% | +25.4% | -52.0% | -34.9% |
| 6M | +18.1% | +33.4% | -15.3% | +1.8% |
| YTD | +14.5% | +65.6% | -51.1% | -11.5% |
| 1Y | +83.3% | +80.3% | +3.0% | +35.2% |
| All | +505.7% | +41.4% | +464.3% | +348.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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