+87.0%
CIFR vs TMO
+32.8%
+54.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.8% | +6.1% | +5.3% |
| 7D | +26.7% | +0.4% | +26.3% | +26.5% |
| 30D | +7.7% | +1.5% | +6.2% | +6.9% |
| 3M | -23.8% | +28.5% | -52.3% | -34.5% |
| 6M | +35.9% | +20.4% | +15.5% | +21.0% |
| YTD | +25.4% | +4.3% | +21.1% | +21.7% |
| 1Y | +139.8% | +24.1% | +115.7% | +107.2% |
| 3Y | +515.0% | +17.5% | +497.5% | +437.7% |
| 5Y | +52.1% | +6.8% | +45.3% | +42.3% |
| All | +87.0% | +32.8% | +54.2% | +67.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling