+51.0%
CIFR vs TT
+140.2%
-89.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +1.3% |
| 7D | +16.9% | 0.0% | +16.9% | +17.1% |
| 30D | -5.2% | -7.2% | +2.0% | +2.4% |
| 3M | -30.6% | -3.0% | -27.6% | -28.7% |
| 6M | +10.6% | +1.4% | +9.2% | +10.0% |
| YTD | +20.2% | +15.9% | +4.3% | +3.8% |
| 1Y | +139.7% | +9.4% | +130.3% | +119.3% |
| 3Y | +489.4% | +124.4% | +365.0% | +183.2% |
| All | +51.0% | +140.2% | -89.2% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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