+68.7%
CIFR vs U
+81.5%
-12.8%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +5.5% | +12.4% | +15.2% |
| 7D | -10.2% | +36.6% | -46.8% | -25.1% |
| 30D | -55.0% | +13.3% | -68.4% | -58.5% |
| 3M | -64.1% | +26.2% | -90.2% | -69.0% |
| 6M | -70.1% | +88.7% | -158.9% | -79.8% |
| YTD | -55.7% | +16.6% | -72.2% | -63.3% |
| 1Y | -69.9% | +29.0% | -98.8% | -76.5% |
| 3Y | +68.7% | +99.5% | -30.8% | +17.1% |
| All | +68.7% | +81.5% | -12.8% | +17.1% |
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