+79.2%
CIFR vs ZCMD
-100.0%
+179.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.7% | +5.9% | +2.3% |
| 7D | +16.9% | -8.0% | +24.9% | +17.3% |
| 30D | -5.2% | -27.9% | +22.7% | -4.3% |
| 3M | -30.6% | -74.6% | +44.0% | -31.7% |
| 6M | +10.6% | -99.5% | +110.1% | +15.1% |
| YTD | +20.2% | -99.7% | +119.9% | +26.7% |
| 1Y | +139.7% | -99.9% | +239.6% | +154.6% |
| 3Y | +489.4% | -100.0% | +589.4% | +568.0% |
| 5Y | +54.4% | -100.0% | +154.4% | +79.5% |
| All | +79.2% | -100.0% | +179.2% | +107.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 all: compounded portfolio wealth divided by compounded ZCMD 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…
all analysis · Full analysis span regression · 6 months rolling