+487.4%
CIFR vs U
+13.4%
+474.0%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.6% |
| 7D | +16.9% | -3.8% | +20.8% | +19.5% |
| 30D | -5.2% | +17.5% | -22.6% | -14.4% |
| 3M | -30.6% | +38.7% | -69.3% | -43.0% |
| 6M | +10.6% | +104.4% | -93.8% | -28.9% |
| YTD | +20.2% | -5.7% | +25.9% | +13.3% |
| 1Y | +139.7% | +3.7% | +136.0% | +111.1% |
| All | +487.4% | +13.4% | +474.0% | +377.1% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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