+212.6%
CIFR vs ZYBT
-58.9%
+271.5%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.5% | +8.2% | +5.8% |
| 7D | -5.0% | -3.7% | -1.3% | -5.0% |
| 30D | -5.7% | 0.0% | -5.7% | -5.8% |
| 3M | -25.5% | +72.2% | -97.8% | -36.1% |
| 6M | +19.4% | +103.1% | -83.7% | -2.2% |
| YTD | +14.2% | +34.8% | -20.6% | -2.8% |
| 1Y | +69.0% | -83.2% | +152.2% | +65.8% |
| All | +212.6% | -58.9% | +271.5% | +159.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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