+487.4%
CIFR vs TPR
+292.1%
+195.4%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +16.9% | -2.3% | +19.2% | +18.6% |
| 30D | -5.2% | -23.0% | +17.8% | +9.8% |
| 3M | -30.6% | -12.5% | -18.1% | -27.1% |
| 6M | +10.6% | -21.4% | +32.0% | +25.0% |
| YTD | +20.2% | -3.5% | +23.7% | +16.0% |
| 1Y | +139.7% | +17.4% | +122.4% | +102.5% |
| All | +487.4% | +292.1% | +195.4% | +63.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling