-27.8%
CIFR vs TPR
+648.1%
-675.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.8% |
| 7D | +28.8% | -1.1% | +30.0% | +29.4% |
| 30D | -36.9% | +15.1% | -52.0% | -42.7% |
| 3M | -60.0% | -13.4% | -46.6% | -58.1% |
| 6M | -64.4% | +1.4% | -65.7% | -66.4% |
| YTD | -51.6% | +4.8% | -56.3% | -55.5% |
| 1Y | -58.9% | +29.2% | -88.1% | -66.5% |
| 3Y | +139.9% | +403.7% | -263.8% | -7.5% |
| 5Y | -15.1% | +230.8% | -245.9% | -64.3% |
| All | -27.8% | +648.1% | -675.9% | -70.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling