+10.6%
CIFR vs TT
+0.2%
+10.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +1.4% |
| 7D | +16.9% | -0.2% | +17.2% | +17.4% |
| 30D | -5.2% | -7.4% | +2.2% | +3.8% |
| 3M | -30.6% | -3.2% | -27.4% | -29.0% |
| 6M | +10.6% | +1.1% | +9.5% | +3.0% |
| All | +10.6% | +0.2% | +10.4% | +3.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling