+43.0%
CIFR vs USB
+90.4%
-47.4%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | -2.1% | -12.5% | -12.1% |
| 7D | -31.5% | -1.5% | -30.0% | -30.5% |
| 30D | -64.2% | +4.3% | -68.5% | -66.4% |
| 3M | -70.3% | -6.1% | -64.3% | -68.6% |
| 6M | -74.9% | +9.4% | -84.3% | -78.7% |
| YTD | -62.4% | +15.2% | -77.6% | -70.3% |
| 1Y | -77.5% | +32.8% | -110.3% | -85.7% |
| All | +43.0% | +90.4% | -47.4% | -39.4% |
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