-28.9%
CIFR vs ZETA
+318.9%
-347.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +7.6% | +1.3% | +6.0% |
| 7D | +9.4% | +18.8% | -9.4% | +2.8% |
| 30D | -45.3% | +12.6% | -57.9% | -47.4% |
| 3M | -58.7% | +29.5% | -88.2% | -62.7% |
| 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% |
| 3Y | +138.6% | +358.0% | -219.4% | +7.6% |
| 5Y | -13.0% | +282.0% | -295.0% | -63.6% |
| All | -28.9% | +318.9% | -347.8% | -71.5% |
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