-71.1%
CIFR vs TTWO
-18.4%
-52.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +7.1% | -27.1% | -22.2% |
| 7D | -26.7% | +7.0% | -33.7% | -28.6% |
| 30D | -58.0% | +2.7% | -60.7% | -58.3% |
| 3M | -68.1% | -13.0% | -55.1% | -66.1% |
| 6M | -63.7% | -7.2% | -56.4% | -63.8% |
| YTD | -56.0% | -18.4% | -37.6% | -52.2% |
| 1Y | -71.1% | -17.2% | -53.9% | -69.1% |
| All | -71.1% | -18.4% | -52.7% | -69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 1y: compounded portfolio wealth divided by compounded TTWO 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…
1y analysis · Full analysis span regression · 6 months rolling