+471.3%
CIFR vs TTWO
+51.8%
+419.5%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +2.8% | -8.4% | -7.2% |
| 7D | -8.2% | +1.3% | -9.6% | -9.0% |
| 30D | -7.4% | -13.4% | +6.0% | 0.0% |
| 3M | -24.2% | +3.1% | -27.3% | -27.3% |
| 6M | +14.2% | +3.8% | +10.4% | +7.2% |
| YTD | +8.0% | -15.3% | +23.3% | +15.7% |
| 1Y | +55.5% | -11.1% | +66.6% | +62.7% |
| All | +471.3% | +51.8% | +419.5% | +380.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling