+79.2%
CIFR vs TYL
-8.1%
+87.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.0% | +6.1% | +4.3% |
| 7D | +16.9% | -3.7% | +20.6% | +19.2% |
| 30D | -5.2% | +18.7% | -23.9% | -14.9% |
| 3M | -30.6% | +18.1% | -48.7% | -40.8% |
| 6M | +10.6% | -1.1% | +11.7% | +3.5% |
| YTD | +20.2% | -19.8% | +40.0% | +29.9% |
| 1Y | +139.7% | -34.3% | +174.0% | +204.9% |
| 3Y | +489.4% | -8.2% | +497.6% | +422.7% |
| 5Y | +54.4% | -25.4% | +79.8% | +54.4% |
| All | +79.2% | -8.1% | +87.3% | +72.8% |
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