+70.7%
CIFR vs AA
+313.8%
-243.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -2.0% | -6.7% | -7.8% |
| 7D | +11.3% | -0.6% | +12.0% | +11.7% |
| 30D | +3.5% | -1.6% | +5.0% | +4.2% |
| 3M | -26.6% | -29.8% | +3.2% | -14.8% |
| 6M | +18.1% | -16.6% | +34.7% | +25.3% |
| YTD | +14.5% | -4.0% | +18.5% | +14.6% |
| 1Y | +83.3% | +63.5% | +19.8% | +46.1% |
| 3Y | +461.5% | +86.8% | +374.7% | +330.3% |
| 5Y | +29.3% | +12.4% | +16.9% | +12.7% |
| All | +70.7% | +313.8% | -243.1% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 10y: compounded portfolio wealth divided by compounded AA 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…
10y analysis · Full analysis span regression · 6 months rolling