+138.2%
CIFR vs U
+99.9%
+38.3%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.2% | -9.3% | -6.7% |
| 7D | +4.8% | +2.6% | +2.2% | +3.2% |
| 30D | -31.0% | +27.6% | -58.5% | -40.3% |
| 3M | -58.7% | +15.3% | -74.1% | -62.7% |
| 6M | -67.7% | +96.4% | -164.1% | -78.6% |
| YTD | -53.5% | +19.6% | -73.1% | -62.1% |
| 1Y | -54.1% | +42.1% | -96.2% | -66.3% |
| 3Y | +138.2% | +87.5% | +50.7% | +74.9% |
| All | +138.2% | +99.9% | +38.3% | +74.9% |
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