+138.2%
CIFR vs TPR
+403.8%
-265.6%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.0% |
| 7D | +4.8% | -0.3% | +5.1% | +4.9% |
| 30D | -31.0% | +15.1% | -46.1% | -37.7% |
| 3M | -58.7% | +3.5% | -62.2% | -60.7% |
| 6M | -67.7% | +0.4% | -68.1% | -69.7% |
| YTD | -53.5% | +4.6% | -58.1% | -58.0% |
| 1Y | -54.1% | +33.1% | -87.2% | -65.1% |
| 3Y | +138.2% | +396.0% | -257.8% | -47.6% |
| All | +138.2% | +403.8% | -265.6% | -47.6% |
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