+87.0%
CIFR vs TGT
+16.9%
+70.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.1% | +5.4% | +4.9% |
| 7D | +26.7% | -0.6% | +27.3% | +27.1% |
| 30D | +7.7% | +9.5% | -1.8% | +1.7% |
| 3M | -23.8% | +32.3% | -56.1% | -36.1% |
| 6M | +35.9% | +37.0% | -1.1% | +11.7% |
| YTD | +25.4% | +71.0% | -45.6% | -9.7% |
| 1Y | +139.8% | +85.0% | +54.7% | +63.8% |
| 3Y | +515.0% | +46.8% | +468.1% | +346.7% |
| 5Y | +52.1% | -22.7% | +74.8% | +51.5% |
| All | +87.0% | +16.9% | +70.0% | +75.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling