-71.1%
CIFR vs YUM
+15.9%
-87.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +5.9% | -25.9% | -17.4% |
| 7D | -26.7% | +10.8% | -37.5% | -23.6% |
| 30D | -58.0% | +21.4% | -79.4% | -55.5% |
| 3M | -68.1% | +13.2% | -81.3% | -66.5% |
| 6M | -63.7% | +8.8% | -72.5% | -61.9% |
| YTD | -56.0% | +11.5% | -67.5% | -52.5% |
| 1Y | -71.1% | +13.4% | -84.5% | -68.5% |
| All | -71.1% | +15.9% | -87.1% | -68.5% |
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