+505.7%
CIFR vs ZBRA
+33.8%
+472.0%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -2.2% | -6.5% | -7.3% |
| 7D | +11.3% | -1.8% | +13.1% | +12.8% |
| 30D | +3.5% | -8.8% | +12.3% | +9.8% |
| 3M | -26.6% | +47.2% | -73.9% | -49.9% |
| 6M | +18.1% | +61.3% | -43.2% | -25.7% |
| YTD | +14.5% | +42.0% | -27.5% | -21.6% |
| 1Y | +83.3% | +10.5% | +72.8% | +56.3% |
| All | +505.7% | +33.8% | +472.0% | +350.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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