+18.1%
CIFR vs YUM
-7.7%
+25.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -2.4% | -6.3% | -8.4% |
| 7D | +11.3% | -3.6% | +14.9% | +11.7% |
| 30D | +3.5% | +0.4% | +3.1% | +2.8% |
| 3M | -26.6% | -3.8% | -22.8% | -27.6% |
| 6M | +18.1% | -8.3% | +26.4% | +24.5% |
| All | +18.1% | -7.7% | +25.8% | +24.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling