-33.9%
CIFR vs TYL
+6.1%
-40.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -2.3% | +20.2% | +18.9% |
| 7D | -10.2% | +6.7% | -16.9% | -13.7% |
| 30D | -55.0% | +26.5% | -81.6% | -60.9% |
| 3M | -64.1% | +37.3% | -101.3% | -70.8% |
| 6M | -70.1% | +31.2% | -101.3% | -76.8% |
| YTD | -55.7% | -7.4% | -48.3% | -56.7% |
| 1Y | -69.9% | -9.6% | -60.3% | -70.1% |
| 3Y | +68.7% | +1.9% | +66.8% | +40.8% |
| 5Y | -26.2% | -21.1% | -5.1% | -32.4% |
| All | -33.9% | +6.1% | -40.0% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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