+79.2%
CIFR vs TTD
-76.9%
+156.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.4% | +6.5% | +3.9% |
| 7D | +16.9% | +6.3% | +10.6% | +14.1% |
| 30D | -5.2% | -23.9% | +18.7% | +4.3% |
| 3M | -30.6% | -31.4% | +0.8% | -21.8% |
| 6M | +10.6% | -42.7% | +53.3% | +28.6% |
| YTD | +20.2% | -62.0% | +82.2% | +67.9% |
| 1Y | +139.7% | -72.2% | +211.9% | +281.0% |
| 3Y | +489.4% | -81.9% | +571.3% | +896.7% |
| 5Y | +54.4% | -81.5% | +135.9% | +133.7% |
| All | +79.2% | -76.9% | +156.1% | +170.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 TTD 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