+146.9%
CIFR vs ZETA
+361.9%
-215.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +7.6% | +1.3% | +6.0% |
| 7D | +9.4% | +18.8% | -9.4% | +2.9% |
| 30D | -45.3% | +12.6% | -57.9% | -47.4% |
| 3M | -58.7% | +29.5% | -88.2% | -62.6% |
| 6M | -64.9% | +128.6% | -193.5% | -76.0% |
| YTD | -51.8% | +85.5% | -137.3% | -64.8% |
| 1Y | -61.9% | +90.6% | -152.5% | -72.5% |
| All | +146.9% | +361.9% | -215.1% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 ZETA 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