-34.0%
CIFR vs AA
+227.0%
-261.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.4% | +0.3% | -2.1% |
| 7D | -19.6% | +1.2% | -20.8% | -19.9% |
| 30D | -51.7% | -5.0% | -46.7% | -50.4% |
| 3M | -60.0% | -22.2% | -37.8% | -55.1% |
| 6M | -68.2% | -36.3% | -31.9% | -61.2% |
| YTD | -55.8% | -24.2% | -31.6% | -50.7% |
| 1Y | -66.8% | +3.9% | -70.6% | -67.6% |
| 3Y | +119.1% | +67.6% | +51.6% | +80.8% |
| 5Y | -25.3% | -8.8% | -16.4% | -28.1% |
| All | -34.0% | +227.0% | -261.0% | -38.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling