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  • CIFR vs TRI✓SelectedUSD · TRICIFR vs TRI performance historyLatest closeAs of+4.34%09/08
Stock and ETF performance explorer

CIFR vs TRI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+87.0%
TRI return
+34.7%
Excess return
+52.3%
Maximum drawdown
-97.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioTRIExcessAlpha
1D+4.3%-6.5%+10.8%+5.4%
7D+26.7%-7.1%+33.8%+28.1%
30D+7.7%-2.3%+10.1%+7.7%
3M-23.8%+19.6%-43.4%-30.8%
6M+35.9%-8.7%+44.6%+38.4%
YTD+25.4%-22.3%+47.7%+40.2%
1Y+139.8%-40.7%+180.4%+230.8%
3Y+515.0%-17.8%+532.7%+500.3%
5Y+52.1%-8.5%+60.6%+19.2%
All+87.0%+34.7%+52.3%+46.7%

Cumulative growth

Daily Returns

Daily percentage return beside TRI.

Daily Out/Under-Performance

Portfolio return minus TRI return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × TRI 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 TRI 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