-29.5%
CIFR vs TPR
+253.5%
-283.0%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -1.0% | +18.9% | +18.5% |
| 7D | -10.2% | +14.2% | -24.4% | -18.8% |
| 30D | -55.0% | +17.1% | -72.1% | -60.2% |
| 3M | -64.1% | -17.7% | -46.3% | -60.9% |
| 6M | -70.1% | -10.2% | -60.0% | -69.9% |
| YTD | -55.7% | +4.9% | -60.6% | -60.2% |
| 1Y | -69.9% | +36.1% | -106.0% | -77.5% |
| 3Y | +68.7% | +416.5% | -347.8% | -51.3% |
| All | -29.5% | +253.5% | -283.0% | -78.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling