+20.8%
CIFR vs TTWO
+41.7%
-21.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +2.8% | -8.4% | -7.5% |
| 7D | -8.2% | +1.3% | -9.6% | -9.1% |
| 30D | -7.4% | -13.4% | +6.0% | +1.5% |
| 3M | -24.2% | +3.1% | -27.3% | -27.6% |
| 6M | +14.2% | +3.8% | +10.4% | +6.8% |
| YTD | +8.0% | -15.3% | +23.3% | +17.7% |
| 1Y | +55.5% | -11.1% | +66.6% | +64.3% |
| 3Y | +429.6% | +52.0% | +377.6% | +270.2% |
| 5Y | +20.8% | +40.9% | -20.2% | -12.8% |
| All | +20.8% | +41.7% | -21.0% | -12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling