-71.1%
CIFR vs TMO
+26.9%
-98.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +1.1% | -21.1% | -20.5% |
| 7D | -26.7% | +0.3% | -27.0% | -26.8% |
| 30D | -58.0% | +4.3% | -62.4% | -58.7% |
| 3M | -68.1% | +25.1% | -93.2% | -70.8% |
| 6M | -63.7% | +52.9% | -116.6% | -70.6% |
| YTD | -56.0% | +22.2% | -78.2% | -58.0% |
| 1Y | -71.1% | +25.4% | -96.5% | -72.7% |
| All | -71.1% | +26.9% | -98.0% | -72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 TMO 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