-71.1%
CIFR vs TPR
+20.9%
-92.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +3.5% | -23.5% | -21.1% |
| 7D | -26.7% | +12.6% | -39.4% | -30.3% |
| 30D | -58.0% | +7.1% | -65.2% | -59.2% |
| 3M | -68.1% | -19.4% | -48.8% | -65.2% |
| 6M | -63.7% | -9.7% | -53.9% | -63.7% |
| YTD | -56.0% | -1.0% | -55.0% | -57.8% |
| 1Y | -71.1% | +19.3% | -90.4% | -77.5% |
| All | -71.1% | +20.9% | -92.0% | -77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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