-71.1%
CIFR vs TMUS
-20.4%
-50.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +3.1% | -23.0% | -17.2% |
| 7D | -26.7% | +7.5% | -34.2% | -20.8% |
| 30D | -58.0% | -3.3% | -54.7% | -57.4% |
| 3M | -68.1% | -9.7% | -58.4% | -69.4% |
| 6M | -63.7% | -17.2% | -46.5% | -66.8% |
| YTD | -56.0% | -20.3% | -35.6% | -58.4% |
| 1Y | -71.1% | -21.2% | -49.9% | -72.8% |
| All | -71.1% | -20.4% | -50.7% | -72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 TMUS 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