+138.2%
CIFR vs TRV
+149.8%
-11.6%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | +4.8% | +2.0% | +2.8% | +5.0% |
| 30D | -31.0% | +6.7% | -37.7% | -30.7% |
| 3M | -58.7% | +9.4% | -68.1% | -58.6% |
| 6M | -67.7% | +37.7% | -105.4% | -69.1% |
| YTD | -53.5% | +40.6% | -94.1% | -56.1% |
| 1Y | -54.1% | +42.4% | -96.5% | -56.9% |
| 3Y | +138.2% | +148.1% | -9.9% | +125.0% |
| All | +138.2% | +149.8% | -11.6% | +125.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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