-70.3%
CIFR vs TOST
+0.2%
-70.6%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | -0.6% | -14.0% | -15.0% |
| 7D | -31.5% | +11.6% | -43.1% | -27.0% |
| 30D | -64.2% | +16.2% | -80.4% | -61.2% |
| 3M | -70.3% | +1.0% | -71.4% | -72.4% |
| All | -70.3% | +0.2% | -70.6% | -72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 3mo: compounded portfolio wealth divided by compounded TOST 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…
3mo analysis · Full analysis span regression · Available span rolling