+87.0%
CIFR vs TNA
+88.7%
-1.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.3% | +5.6% | +5.2% |
| 7D | +26.7% | +4.1% | +22.6% | +23.5% |
| 30D | +7.7% | -7.6% | +15.4% | +13.8% |
| 3M | -23.8% | +8.1% | -31.9% | -27.2% |
| 6M | +35.9% | +49.0% | -13.1% | +7.6% |
| YTD | +25.4% | +51.7% | -26.3% | -0.6% |
| 1Y | +139.8% | +59.6% | +80.2% | +86.8% |
| 3Y | +515.0% | +118.9% | +396.1% | +329.1% |
| 5Y | +52.1% | -19.2% | +71.3% | +33.1% |
| All | +87.0% | +88.7% | -1.8% | +59.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling