+70.7%
CIFR vs TTWO
+26.7%
+44.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.0% | -7.7% | -8.1% |
| 7D | +11.3% | -2.3% | +13.6% | +12.8% |
| 30D | +3.5% | -16.7% | +20.2% | +14.8% |
| 3M | -26.6% | -0.4% | -26.2% | -27.8% |
| 6M | +18.1% | -1.6% | +19.7% | +15.7% |
| YTD | +14.5% | -17.5% | +32.0% | +25.6% |
| 1Y | +83.3% | -14.8% | +98.1% | +97.7% |
| 3Y | +461.5% | +47.9% | +413.6% | +331.8% |
| 5Y | +29.3% | +34.5% | -5.2% | -4.6% |
| All | +70.7% | +26.7% | +44.0% | +25.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling