+68.7%
CIFR vs TLN
+538.9%
-470.3%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +7.1% | +10.8% | +12.8% |
| 7D | -10.2% | -1.3% | -8.9% | -7.3% |
| 30D | -55.0% | -10.5% | -44.6% | -50.2% |
| 3M | -64.1% | +0.1% | -64.2% | -63.2% |
| 6M | -70.1% | -17.4% | -52.7% | -65.0% |
| YTD | -55.7% | -9.7% | -46.0% | -52.2% |
| 1Y | -69.9% | -12.3% | -57.6% | -66.8% |
| 3Y | +68.7% | +528.3% | -459.6% | -35.4% |
| All | +68.7% | +538.9% | -470.3% | -35.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling