-67.7%
CIFR vs TNA
-13.1%
-54.6%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.0% | -3.0% |
| 7D | +4.8% | +3.7% | +1.1% | +0.5% |
| 30D | -31.0% | +4.4% | -35.4% | -35.0% |
| 3M | -58.7% | -26.7% | -32.1% | -43.4% |
| 6M | -67.7% | -12.8% | -54.9% | -63.3% |
| All | -67.7% | -13.1% | -54.6% | -63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 6mo: compounded portfolio wealth divided by compounded TNA 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…
6mo analysis · Full analysis span regression · 6 months rolling