+52.1%
CIFR vs ZETA
+343.0%
-290.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.8% | +6.1% | +5.0% |
| 7D | +26.7% | -2.4% | +29.1% | +27.9% |
| 30D | +7.7% | +15.6% | -7.8% | +1.1% |
| 3M | -23.8% | +41.5% | -65.3% | -36.1% |
| 6M | +35.9% | +63.4% | -27.5% | +4.4% |
| YTD | +25.4% | +51.3% | -25.9% | -1.8% |
| 1Y | +139.8% | +65.8% | +74.0% | +78.8% |
| 3Y | +515.0% | +279.2% | +235.8% | +182.4% |
| 5Y | +52.1% | +341.8% | -289.7% | -40.3% |
| All | +52.1% | +343.0% | -290.9% | -40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling