-68.1%
CIFR vs USB
-3.0%
-65.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +1.9% | -21.9% | -18.1% |
| 7D | -26.7% | +2.4% | -29.1% | -24.6% |
| 30D | -58.0% | +6.6% | -64.6% | -56.1% |
| 3M | -68.1% | -4.1% | -64.0% | -69.5% |
| All | -68.1% | -3.0% | -65.1% | -69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 3mo: compounded portfolio wealth divided by compounded USB 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…
3mo analysis · Full analysis span regression · Available span rolling