+70.2%
CIFR vs TTWO
+29.3%
+40.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.7% | +6.4% | +6.1% |
| 7D | -5.0% | +0.4% | -5.4% | -5.3% |
| 30D | -5.7% | -11.3% | +5.6% | +0.8% |
| 3M | -25.5% | +1.6% | -27.1% | -27.7% |
| 6M | +19.4% | +2.1% | +17.3% | +14.1% |
| YTD | +14.2% | -15.8% | +30.0% | +23.5% |
| 1Y | +69.0% | -12.6% | +81.6% | +79.5% |
| 3Y | +503.9% | +48.2% | +455.7% | +363.8% |
| 5Y | +27.7% | +40.0% | -12.3% | -7.1% |
| All | +70.2% | +29.3% | +40.9% | +23.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling