+139.7%
CIFR vs YUM
+5.7%
+134.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +1.9% |
| 7D | +16.9% | -2.0% | +19.0% | +16.5% |
| 30D | -5.2% | -1.1% | -4.1% | -5.7% |
| 3M | -30.6% | +1.8% | -32.3% | -30.3% |
| 6M | +10.6% | -4.7% | +15.3% | +10.3% |
| YTD | +20.2% | +0.6% | +19.6% | +22.9% |
| 1Y | +139.7% | +6.4% | +133.3% | +150.1% |
| All | +139.7% | +5.7% | +134.1% | +150.1% |
Cumulative growth
Daily Returns
Daily percentage return beside YUM.
Daily Out/Under-Performance
Portfolio return minus YUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × YUM 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 1y: compounded portfolio wealth divided by compounded YUM 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…
1y analysis · Full analysis span regression · 6 months rolling