-33.9%
CIFR vs TMUS
+49.6%
-83.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +0.9% | +17.0% | +18.0% |
| 7D | -10.2% | +3.6% | -13.8% | -9.9% |
| 30D | -55.0% | -3.4% | -51.7% | -54.8% |
| 3M | -64.1% | -9.5% | -54.6% | -63.9% |
| 6M | -70.1% | -15.2% | -54.9% | -69.9% |
| YTD | -55.7% | -18.9% | -36.7% | -55.2% |
| 1Y | -69.9% | -17.7% | -52.2% | -69.8% |
| 3Y | +68.7% | +15.6% | +53.0% | +45.0% |
| 5Y | -26.2% | +38.9% | -65.1% | -39.9% |
| All | -33.9% | +49.6% | -83.5% | -47.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling