+77.4%
CIFR vs ZETA
+247.9%
-170.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.1% | +6.2% | +3.7% |
| 7D | +16.9% | +2.7% | +14.3% | +15.8% |
| 30D | -5.2% | +15.8% | -21.0% | -11.0% |
| 3M | -30.6% | +35.4% | -66.0% | -40.2% |
| 6M | +10.6% | +67.1% | -56.5% | -15.0% |
| YTD | +20.2% | +54.1% | -33.9% | -5.7% |
| 1Y | +139.7% | +67.8% | +71.9% | +80.0% |
| 3Y | +489.4% | +311.4% | +178.0% | +174.0% |
| 5Y | +54.4% | +324.8% | -270.4% | -32.7% |
| All | +77.4% | +247.9% | -170.5% | -23.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling