-70.1%
CIFR vs USAR
-70.2%
0.0%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +10.8% | +7.1% | +10.7% |
| 7D | -10.2% | -14.5% | +4.3% | -0.2% |
| 30D | -55.0% | -37.8% | -17.2% | -39.8% |
| 3M | -64.1% | -52.8% | -11.3% | -45.5% |
| 6M | -70.1% | -71.2% | +1.1% | -43.6% |
| All | -70.1% | -70.2% | 0.0% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 6mo: compounded portfolio wealth divided by compounded USAR 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…
6mo analysis · Full analysis span regression · 6 months rolling