+487.4%
CIFR vs USB
+95.2%
+392.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.4% |
| 7D | +16.9% | +1.4% | +15.5% | +15.1% |
| 30D | -5.2% | -1.3% | -3.9% | -3.9% |
| 3M | -30.6% | +15.2% | -45.8% | -42.6% |
| 6M | +10.6% | +18.8% | -8.2% | -11.8% |
| YTD | +20.2% | +21.0% | -0.8% | -7.6% |
| 1Y | +139.7% | +34.0% | +105.7% | +60.1% |
| All | +487.4% | +95.2% | +392.3% | +156.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling