-71.1%
CIFR vs TLN
-17.6%
-53.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | -8.5% | -11.4% | -12.5% |
| 7D | -26.7% | -6.0% | -20.7% | -21.2% |
| 30D | -58.0% | -1.5% | -56.5% | -56.8% |
| 3M | -68.1% | -3.9% | -64.2% | -66.4% |
| 6M | -63.7% | -15.0% | -48.6% | -57.8% |
| YTD | -56.0% | -12.8% | -43.1% | -53.4% |
| 1Y | -71.1% | -17.3% | -53.8% | -65.9% |
| All | -71.1% | -17.6% | -53.5% | -65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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