-66.8%
CIFR vs TPR
+31.0%
-97.8%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -4.0% |
| 7D | -19.6% | +12.1% | -31.6% | -22.3% |
| 30D | -51.7% | +16.7% | -68.4% | -54.0% |
| 3M | -60.0% | -17.4% | -42.6% | -56.2% |
| 6M | -68.2% | +2.3% | -70.5% | -69.6% |
| YTD | -55.8% | +7.1% | -62.9% | -57.4% |
| 1Y | -66.8% | +29.5% | -96.3% | -75.7% |
| All | -66.8% | +31.0% | -97.8% | -75.7% |
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